+34.6%
RL vs IONS
-44.5%
+79.2%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.7% | +5.1% | +4.5% |
| 7D | +5.8% | -10.6% | +16.4% | +6.5% |
| 30D | +12.7% | -7.7% | +20.4% | +13.2% |
| 3M | +9.3% | -27.1% | +36.4% | +11.0% |
| 6M | +16.9% | -46.8% | +63.7% | +18.9% |
| YTD | +17.5% | -49.2% | +66.7% | +18.7% |
| 1Y | +34.6% | -44.9% | +79.6% | +33.5% |
| All | +34.6% | -44.5% | +79.2% | +33.5% |
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 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