-38.8%
IONS vs RJF
+326.9%
-365.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.8% | +5.6% | +6.1% |
| 7D | -26.3% | +3.6% | -29.9% | -27.3% |
| 30D | -31.9% | +7.2% | -39.2% | -33.8% |
| 3M | -48.0% | -6.5% | -41.5% | -47.1% |
| 6M | -62.6% | +10.3% | -72.9% | -64.2% |
| YTD | -63.3% | +6.5% | -69.8% | -64.6% |
| 1Y | -58.4% | +6.1% | -64.5% | -59.9% |
| 3Y | -38.2% | +74.9% | -113.1% | -51.3% |
| 5Y | -11.1% | +81.3% | -92.4% | -32.7% |
| All | -38.8% | +326.9% | -365.7% | -67.4% |
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