+319.7%
RL vs IONS
-32.1%
+351.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.4% | -7.6% | -2.1% |
| 7D | +2.6% | -26.3% | +28.9% | +6.7% |
| 30D | +2.9% | -31.9% | +34.9% | +8.4% |
| 3M | 0.0% | -48.0% | +48.0% | +9.7% |
| 6M | +17.1% | -62.6% | +79.7% | +34.3% |
| YTD | +10.1% | -63.3% | +73.4% | +26.3% |
| 1Y | +17.3% | -58.4% | +75.7% | +31.7% |
| 3Y | +249.3% | -38.2% | +287.6% | +254.7% |
| 5Y | +240.9% | -11.1% | +252.0% | +217.6% |
| All | +319.7% | -32.1% | +351.8% | +309.8% |
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