-9.7%
IONS vs RACE
+670.3%
-680.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.3% | -1.0% | -2.4% |
| 7D | -12.6% | +5.7% | -18.3% | -14.7% |
| 30D | -11.8% | +9.3% | -21.1% | -15.1% |
| 3M | -28.4% | +3.8% | -32.2% | -29.8% |
| 6M | -48.4% | +29.8% | -78.2% | -54.4% |
| YTD | -51.0% | +15.6% | -66.6% | -54.9% |
| 1Y | -48.0% | +5.1% | -53.1% | -50.2% |
| 3Y | -17.8% | +30.8% | -48.6% | -31.8% |
| 5Y | +15.2% | +67.4% | -52.2% | -17.5% |
| 10Y | +43.0% | +793.6% | -750.6% | -59.5% |
| All | -9.7% | +670.3% | -680.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling