-16.2%
IONS vs RACE
+30.0%
-46.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.3% | -1.0% | -2.8% |
| 7D | -12.6% | +5.7% | -18.3% | -13.8% |
| 30D | -11.8% | +9.3% | -21.1% | -13.8% |
| 3M | -28.4% | +3.8% | -32.2% | -29.2% |
| 6M | -48.4% | +29.8% | -78.2% | -52.1% |
| YTD | -51.0% | +15.6% | -66.6% | -53.2% |
| 1Y | -48.0% | +5.1% | -53.1% | -49.1% |
| All | -16.2% | +30.0% | -46.2% | -19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling