+187.2%
RNG vs IONS
-38.5%
+225.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.4% |
| 7D | -3.5% | -29.4% | +25.9% | -0.9% |
| 30D | -3.8% | -35.1% | +31.4% | -0.4% |
| 3M | +18.6% | -48.9% | +67.4% | +24.8% |
| 6M | +69.2% | -62.4% | +131.6% | +81.3% |
| YTD | +161.9% | -64.2% | +226.1% | +181.7% |
| 1Y | +176.2% | -60.9% | +237.1% | +193.6% |
| All | +187.2% | -38.5% | +225.7% | +169.4% |
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