+373.0%
RL vs IONS
-5.7%
+378.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -21.4% | +27.2% | +9.2% |
| 7D | +0.2% | -24.8% | +25.1% | +4.2% |
| 30D | +7.3% | -31.5% | +38.9% | +13.2% |
| 3M | +1.0% | -45.2% | +46.2% | +10.2% |
| 6M | +11.8% | -59.1% | +70.8% | +26.7% |
| YTD | +13.6% | -60.8% | +74.4% | +29.4% |
| 1Y | +24.0% | -57.9% | +81.9% | +39.4% |
| 3Y | +256.6% | -34.5% | +291.1% | +259.3% |
| 5Y | +240.2% | -8.8% | +249.0% | +215.7% |
| 10Y | +373.0% | -19.2% | +392.2% | +324.2% |
| All | +373.0% | -5.7% | +378.6% | +324.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling