+260.6%
RL vs IONS
-40.7%
+301.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -9.1% | +9.3% | +1.4% |
| 7D | +1.3% | -30.3% | +31.6% | +5.4% |
| 30D | +7.6% | -37.7% | +45.4% | +13.8% |
| 3M | -1.5% | -50.5% | +49.0% | +7.5% |
| 6M | +12.1% | -62.8% | +74.8% | +26.5% |
| YTD | +13.9% | -64.4% | +78.3% | +29.2% |
| 1Y | +20.7% | -59.5% | +80.1% | +33.6% |
| 3Y | +260.6% | -39.2% | +299.8% | +239.3% |
| All | +260.6% | -40.7% | +301.3% | +239.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling