+317.2%
RNG vs IONS
-22.9%
+340.0%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.4% | -7.1% | -2.1% |
| 7D | +4.6% | -26.3% | +30.9% | +11.0% |
| 30D | +0.4% | -31.9% | +32.4% | +8.6% |
| 3M | +11.4% | -48.0% | +59.4% | +27.4% |
| 6M | +95.7% | -62.6% | +158.2% | +137.7% |
| YTD | +162.9% | -63.3% | +226.2% | +219.6% |
| 1Y | +180.3% | -58.4% | +238.6% | +230.2% |
| 3Y | +188.3% | -38.2% | +226.6% | +193.5% |
| 5Y | -72.5% | -11.1% | -61.4% | -74.5% |
| 10Y | +236.7% | -31.7% | +268.4% | +213.9% |
| All | +317.2% | -22.9% | +340.0% | +263.4% |
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 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