+627.6%
RIOT vs IONS
-25.9%
+653.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.4% | -8.1% | -3.9% |
| 7D | +4.8% | -26.3% | +31.1% | +14.0% |
| 30D | +16.0% | -31.9% | +48.0% | +30.0% |
| 3M | -8.8% | -48.0% | +39.2% | +11.2% |
| 6M | -29.7% | -62.6% | +32.9% | -6.0% |
| YTD | +38.3% | -63.3% | +101.5% | +86.7% |
| 1Y | +26.2% | -58.4% | +84.6% | +63.4% |
| 3Y | +79.0% | -38.2% | +117.2% | +92.9% |
| 5Y | -60.4% | -11.1% | -49.2% | -61.8% |
| 10Y | +638.6% | -31.7% | +670.3% | +696.4% |
| All | +627.6% | -25.9% | +653.5% | +637.2% |
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