-8.8%
IONS vs RACE
+67.1%
-75.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +0.7% | -22.0% | -21.6% |
| 7D | -24.8% | +3.9% | -28.8% | -25.8% |
| 30D | -31.5% | +7.4% | -39.0% | -33.2% |
| 3M | -45.2% | +1.6% | -46.8% | -45.7% |
| 6M | -59.1% | +23.3% | -82.4% | -62.1% |
| YTD | -60.8% | +14.7% | -75.5% | -63.1% |
| 1Y | -57.9% | +2.5% | -60.4% | -58.7% |
| 3Y | -34.5% | +28.0% | -62.4% | -43.2% |
| 5Y | -8.8% | +69.8% | -78.6% | -32.9% |
| All | -8.8% | +67.1% | -75.9% | -32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling