-42.5%
IONS vs RJF
+323.5%
-366.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.6% |
| 7D | -29.6% | +1.5% | -31.1% | -30.2% |
| 30D | -35.6% | +6.7% | -42.3% | -37.3% |
| 3M | -51.7% | -7.3% | -44.3% | -50.7% |
| 6M | -64.0% | +9.8% | -73.7% | -65.5% |
| YTD | -65.5% | +5.6% | -71.1% | -66.7% |
| 1Y | -62.4% | +2.3% | -64.7% | -63.3% |
| 3Y | -41.1% | +73.6% | -114.7% | -53.5% |
| 5Y | -16.5% | +79.9% | -96.3% | -36.6% |
| All | -42.5% | +323.5% | -366.0% | -69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 10y: compounded portfolio wealth divided by compounded RJF 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…
10y analysis · Full analysis span regression · 6 months rolling