+247.1%
RL vs IONS
-14.9%
+262.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.5% |
| 7D | -4.4% | -29.4% | +25.1% | 0.0% |
| 30D | +5.6% | -35.1% | +40.7% | +11.8% |
| 3M | -0.6% | -48.9% | +48.2% | +9.1% |
| 6M | +15.5% | -62.4% | +77.9% | +32.1% |
| YTD | +12.3% | -64.2% | +76.5% | +29.3% |
| 1Y | +19.3% | -60.9% | +80.2% | +35.0% |
| 3Y | +255.5% | -38.9% | +294.4% | +254.2% |
| 5Y | +247.1% | -15.6% | +262.6% | +214.5% |
| All | +247.1% | -14.9% | +262.0% | +214.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling