+357.3%
RL vs IONS
+17.3%
+340.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -1.6% |
| 7D | -4.2% | -9.4% | +5.3% | -2.6% |
| 30D | +4.3% | -10.7% | +15.0% | +6.1% |
| 3M | -4.6% | -27.7% | +23.1% | +0.2% |
| 6M | +1.7% | -48.7% | +50.4% | +12.1% |
| YTD | +7.3% | -50.2% | +57.5% | +18.5% |
| 1Y | +20.8% | -46.8% | +67.6% | +31.7% |
| 3Y | +247.0% | -14.8% | +261.8% | +237.8% |
| 5Y | +225.5% | +17.0% | +208.4% | +192.6% |
| All | +357.3% | +17.3% | +340.0% | +283.6% |
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