+60.2%
RIO vs IONS
-34.1%
+94.3%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -21.4% | +24.5% | +4.3% |
| 7D | +4.4% | -24.8% | +29.3% | +5.8% |
| 30D | -8.9% | -31.5% | +22.7% | -7.1% |
| 3M | -12.7% | -45.2% | +32.5% | -9.8% |
| 6M | -16.2% | -59.1% | +42.8% | -12.4% |
| YTD | +13.4% | -60.8% | +74.2% | +18.9% |
| 1Y | +30.9% | -57.9% | +88.8% | +36.6% |
| 3Y | +60.2% | -34.5% | +94.7% | +58.3% |
| All | +60.2% | -34.1% | +94.3% | +58.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling