+346.0%
RL vs IONS
-29.6%
+375.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.5% |
| 7D | -4.4% | -29.4% | +25.1% | +0.3% |
| 30D | +5.6% | -35.1% | +40.7% | +12.1% |
| 3M | -0.6% | -48.9% | +48.2% | +9.4% |
| 6M | +15.5% | -62.4% | +77.9% | +32.4% |
| YTD | +12.3% | -64.2% | +76.5% | +29.6% |
| 1Y | +19.3% | -60.9% | +80.2% | +35.5% |
| 3Y | +255.5% | -38.9% | +294.4% | +261.7% |
| 5Y | +247.1% | -15.6% | +262.6% | +225.8% |
| 10Y | +346.0% | -33.5% | +379.5% | +320.6% |
| All | +346.0% | -29.6% | +375.6% | +320.6% |
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