-71.9%
RNG vs IONS
-14.9%
-57.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.3% |
| 7D | -3.5% | -29.4% | +25.9% | +5.1% |
| 30D | -3.8% | -35.1% | +31.4% | +7.5% |
| 3M | +18.6% | -48.9% | +67.4% | +40.8% |
| 6M | +69.2% | -62.4% | +131.6% | +115.0% |
| YTD | +161.9% | -64.2% | +226.1% | +236.4% |
| 1Y | +176.2% | -60.9% | +237.1% | +243.2% |
| 3Y | +174.5% | -38.9% | +213.4% | +164.1% |
| 5Y | -71.9% | -15.6% | -56.3% | -79.9% |
| All | -71.9% | -14.9% | -57.0% | -79.9% |
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