-38.8%
IONS vs RACE
+729.2%
-768.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.4% | +5.0% | +5.9% |
| 7D | -26.3% | -1.2% | -25.1% | -25.9% |
| 30D | -31.9% | +6.1% | -38.1% | -33.6% |
| 3M | -48.0% | -0.3% | -47.7% | -48.1% |
| 6M | -62.6% | +23.4% | -86.0% | -66.0% |
| YTD | -63.3% | +12.5% | -75.8% | -65.7% |
| 1Y | -58.4% | -0.5% | -57.9% | -59.1% |
| 3Y | -38.2% | +23.6% | -61.8% | -47.0% |
| 5Y | -11.1% | +65.4% | -76.5% | -35.3% |
| All | -38.8% | +729.2% | -768.0% | -81.1% |
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