+247.0%
RL vs IONS
-16.4%
+263.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -1.6% |
| 7D | -4.2% | -9.4% | +5.3% | -2.7% |
| 30D | +4.3% | -10.7% | +15.0% | +6.0% |
| 3M | -4.6% | -27.7% | +23.1% | -0.2% |
| 6M | +1.7% | -48.7% | +50.4% | +11.1% |
| YTD | +7.3% | -50.2% | +57.5% | +17.5% |
| 1Y | +20.8% | -46.8% | +67.6% | +30.5% |
| 3Y | +247.0% | -14.8% | +261.8% | +217.0% |
| All | +247.0% | -16.4% | +263.4% | +217.0% |
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