-69.8%
RNG vs IONS
+52.5%
-122.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.4% |
| 7D | -4.1% | -8.7% | +4.6% | -1.7% |
| 30D | +8.6% | -1.6% | +10.3% | +8.8% |
| 3M | +78.0% | -24.9% | +102.9% | +88.5% |
| 6M | +67.0% | -25.7% | +92.7% | +77.0% |
| YTD | +142.4% | -29.2% | +171.6% | +159.7% |
| 1Y | +120.4% | -13.0% | +133.5% | +118.9% |
| 3Y | +122.1% | +35.9% | +86.2% | +66.2% |
| 5Y | -69.8% | +54.5% | -124.3% | -80.7% |
| All | -69.8% | +52.5% | -122.4% | -80.7% |
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