+48.4%
RSP vs IONS
-18.9%
+67.3%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.6% | +2.7% | -0.5% |
| 7D | +1.8% | -29.6% | +31.4% | +5.1% |
| 30D | +3.5% | -35.6% | +39.0% | +7.9% |
| 3M | +0.2% | -51.7% | +51.9% | +7.7% |
| 6M | +9.1% | -64.0% | +73.1% | +20.4% |
| YTD | +16.6% | -65.5% | +82.1% | +29.2% |
| 1Y | +17.9% | -62.4% | +80.3% | +29.2% |
| 3Y | +64.6% | -41.1% | +105.7% | +64.9% |
| 5Y | +48.4% | -16.5% | +64.9% | +38.1% |
| All | +48.4% | -18.9% | +67.3% | +38.1% |
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