-16.0%
RKT vs IONS
-45.3%
+29.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -21.4% | +22.2% | +5.7% |
| 7D | +10.3% | -24.8% | +35.1% | +16.9% |
| 30D | +32.3% | -31.5% | +63.9% | +43.1% |
| 3M | +10.7% | -45.2% | +55.9% | +25.8% |
| 6M | -3.2% | -59.1% | +55.9% | +16.1% |
| YTD | -21.5% | -60.8% | +39.3% | -5.0% |
| 1Y | -6.0% | -57.9% | +51.8% | +11.5% |
| 3Y | +104.2% | -34.5% | +138.7% | +103.4% |
| 5Y | +2.5% | -8.8% | +11.3% | -12.2% |
| All | -16.0% | -45.3% | +29.4% | -8.9% |
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