+56.9%
RSG vs IONS
+39.5%
+17.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.4% |
| 7D | -0.7% | -5.3% | +4.6% | -0.7% |
| 30D | +3.3% | +0.3% | +3.0% | +3.3% |
| 3M | +8.5% | -22.9% | +31.4% | +8.9% |
| 6M | -3.5% | -23.4% | +19.9% | -3.1% |
| YTD | +5.5% | -28.3% | +33.8% | +6.0% |
| 1Y | -1.7% | -7.0% | +5.3% | -1.6% |
| 3Y | +56.9% | +37.6% | +19.3% | +52.5% |
| All | +56.9% | +39.5% | +17.4% | +52.5% |
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