+348.6%
RY vs IONS
-32.1%
+380.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.4% | -6.6% | -0.8% |
| 7D | +0.6% | -26.3% | +26.9% | +3.2% |
| 30D | +5.0% | -31.9% | +37.0% | +8.5% |
| 3M | -5.3% | -48.0% | +42.7% | +0.3% |
| 6M | +13.8% | -62.6% | +76.4% | +23.9% |
| YTD | +21.0% | -63.3% | +84.2% | +31.7% |
| 1Y | +40.5% | -58.4% | +98.9% | +50.9% |
| 3Y | +159.7% | -38.2% | +197.9% | +161.2% |
| 5Y | +124.3% | -11.1% | +135.4% | +111.6% |
| All | +348.6% | -32.1% | +380.7% | +333.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling