-13.0%
IONS vs RJF
+7.7%
-20.7%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.2% |
| 7D | -8.7% | -0.3% | -8.4% | -8.6% |
| 30D | -1.6% | -2.0% | +0.4% | -1.5% |
| 3M | -24.9% | +16.3% | -41.2% | -26.3% |
| 6M | -25.7% | +16.9% | -42.6% | -27.3% |
| YTD | -29.2% | +10.4% | -39.6% | -30.4% |
| 1Y | -13.0% | +7.4% | -20.4% | -14.4% |
| All | -13.0% | +7.7% | -20.7% | -14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling