+1,395.2%
RL vs IONS
+276.3%
+1,119.0%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | -0.8% | -4.8% | +4.0% | -0.2% |
| 30D | -7.8% | +7.2% | -15.0% | -8.6% |
| 3M | -4.0% | -22.7% | +18.7% | -1.7% |
| 6M | -1.9% | -26.9% | +25.0% | +1.1% |
| YTD | -0.2% | -26.6% | +26.4% | +2.6% |
| 1Y | +10.7% | -2.1% | +12.8% | +9.8% |
| 3Y | +210.8% | +43.4% | +167.3% | +188.9% |
| 5Y | +238.2% | +47.0% | +191.2% | +208.5% |
| 10Y | +313.4% | +97.2% | +216.2% | +248.6% |
| All | +1,395.2% | +276.3% | +1,119.0% | +744.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling