+5,123.3%
RIO vs IONS
+162.2%
+4,961.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -9.1% | +6.9% | -1.3% |
| 7D | +3.6% | -30.3% | +33.8% | +6.9% |
| 30D | -10.8% | -37.7% | +26.9% | -7.0% |
| 3M | -15.2% | -50.5% | +35.3% | -9.7% |
| 6M | -18.0% | -62.8% | +44.8% | -10.8% |
| YTD | +11.0% | -64.4% | +75.3% | +21.2% |
| 1Y | +26.4% | -59.5% | +85.8% | +36.2% |
| 3Y | +54.4% | -39.2% | +93.5% | +57.0% |
| 5Y | +98.1% | -15.3% | +113.4% | +91.6% |
| 10Y | +358.5% | -31.2% | +389.7% | +336.4% |
| All | +5,123.3% | +162.2% | +4,961.1% | +3,695.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling