+68.1%
RIO vs IONS
-13.5%
+81.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.7% | -3.5% | -4.2% |
| 7D | -3.4% | -4.3% | +0.9% | -3.1% |
| 30D | +0.6% | +0.4% | +0.2% | +0.6% |
| 3M | +2.5% | -24.1% | +26.6% | +2.7% |
| 6M | +10.8% | -26.4% | +37.2% | +11.6% |
| YTD | +30.5% | -29.7% | +60.1% | +32.7% |
| 1Y | +68.1% | -13.0% | +81.2% | +76.6% |
| All | +68.1% | -13.5% | +81.6% | +76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded IONS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling