+124.2%
RNG vs IONS
+36.3%
+87.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.7% |
| 7D | -4.1% | -8.7% | +4.6% | -3.4% |
| 30D | +8.6% | -1.6% | +10.3% | +8.6% |
| 3M | +78.0% | -24.9% | +102.9% | +80.4% |
| 6M | +67.0% | -25.7% | +92.7% | +69.3% |
| YTD | +142.4% | -29.2% | +171.6% | +146.6% |
| 1Y | +120.4% | -13.0% | +133.5% | +118.9% |
| All | +124.2% | +36.3% | +87.9% | +116.2% |
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