+216.2%
RL vs IONS
+46.3%
+169.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | -0.8% | -4.8% | +4.0% | -0.1% |
| 30D | -7.8% | +7.2% | -15.0% | -8.9% |
| 3M | -4.0% | -22.7% | +18.7% | -1.3% |
| 6M | -1.9% | -26.9% | +25.0% | +1.8% |
| YTD | -0.2% | -26.6% | +26.4% | +3.2% |
| 1Y | +10.7% | -2.1% | +12.8% | +8.4% |
| All | +216.2% | +46.3% | +169.9% | +178.0% |
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