+305.4%
RNG vs IONS
+54.2%
+251.2%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.1% | -3.8% | -3.9% |
| 7D | +5.8% | -4.8% | +10.6% | +6.9% |
| 30D | +19.6% | +7.2% | +12.4% | +17.4% |
| 3M | +67.0% | -22.7% | +89.7% | +74.2% |
| 6M | +88.4% | -26.9% | +115.3% | +98.6% |
| YTD | +155.5% | -26.6% | +182.1% | +168.4% |
| 1Y | +141.7% | -2.1% | +143.8% | +135.8% |
| 3Y | +131.1% | +43.4% | +87.6% | +94.1% |
| 5Y | -70.6% | +47.0% | -117.6% | -75.5% |
| 10Y | +228.2% | +97.2% | +131.0% | +147.1% |
| All | +305.4% | +54.2% | +251.2% | +205.2% |
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 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