+11,143.8%
RY vs IONS
+260.9%
+10,882.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.4% | +0.5% | -2.6% |
| 7D | -1.1% | -12.6% | +11.5% | 0.0% |
| 30D | +4.4% | -11.8% | +16.2% | +5.4% |
| 3M | -2.9% | -28.4% | +25.5% | -0.5% |
| 6M | +15.6% | -48.4% | +64.0% | +21.1% |
| YTD | +21.8% | -51.0% | +72.8% | +28.0% |
| 1Y | +42.6% | -48.0% | +90.6% | +49.1% |
| 3Y | +160.9% | -17.8% | +178.7% | +158.7% |
| 5Y | +126.1% | +15.2% | +110.9% | +115.2% |
| 10Y | +371.7% | +43.0% | +328.7% | +326.5% |
| All | +11,143.8% | +260.9% | +10,882.9% | +7,406.1% |
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 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