+35.2%
IONS vs RACE
+647.6%
-612.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.7% |
| 7D | -4.8% | -2.5% | -2.3% | -3.9% |
| 30D | +7.2% | +0.8% | +6.4% | +6.6% |
| 3M | -22.7% | +17.2% | -39.8% | -28.2% |
| 6M | -26.9% | +13.6% | -40.5% | -31.6% |
| YTD | -26.6% | +12.2% | -38.8% | -31.5% |
| 1Y | -2.1% | -16.3% | +14.1% | +2.9% |
| 3Y | +43.4% | +36.4% | +7.0% | +16.1% |
| 5Y | +47.0% | +95.0% | -48.0% | -2.3% |
| 10Y | +97.2% | +813.2% | -716.1% | -45.0% |
| All | +35.2% | +647.6% | -612.4% | -60.0% |
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