-33.5%
IONS vs RACE
+741.5%
-775.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -29.4% | -3.9% | -25.6% | -28.4% |
| 30D | -35.1% | +6.8% | -41.9% | -36.9% |
| 3M | -48.9% | +1.3% | -50.2% | -49.4% |
| 6M | -62.4% | +26.3% | -88.7% | -66.2% |
| YTD | -64.2% | +13.8% | -78.0% | -66.7% |
| 1Y | -60.9% | -0.5% | -60.4% | -61.6% |
| 3Y | -38.9% | +25.6% | -64.5% | -47.8% |
| 5Y | -15.6% | +67.6% | -83.2% | -38.7% |
| 10Y | -33.5% | +724.7% | -758.1% | -73.7% |
| All | -33.5% | +741.5% | -775.0% | -73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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