+13.0%
IONS vs RACE
+65.0%
-52.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +2.1% |
| 7D | -9.4% | +5.1% | -14.5% | -10.9% |
| 30D | -10.7% | +7.7% | -18.4% | -12.9% |
| 3M | -27.7% | +2.2% | -29.8% | -28.4% |
| 6M | -48.7% | +23.8% | -72.5% | -52.6% |
| YTD | -50.2% | +13.9% | -64.1% | -53.0% |
| 1Y | -46.8% | +3.8% | -50.6% | -48.1% |
| 3Y | -14.8% | +28.0% | -42.9% | -26.3% |
| All | +13.0% | +65.0% | -52.0% | -15.5% |
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