+16.1%
RL vs IONS
-61.6%
+77.7%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.6% | +2.8% | -0.8% |
| 7D | +2.4% | -29.6% | +32.0% | +2.4% |
| 30D | +4.6% | -35.6% | +40.1% | +5.3% |
| 3M | -1.1% | -51.7% | +50.6% | +1.2% |
| 6M | +16.5% | -64.0% | +80.5% | +19.3% |
| YTD | +11.4% | -65.5% | +76.9% | +12.5% |
| 1Y | +16.1% | -62.4% | +78.5% | +11.3% |
| All | +16.1% | -61.6% | +77.7% | +11.3% |
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