-60.9%
IONS vs RJF
+4.7%
-65.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.5% |
| 7D | -29.4% | -0.9% | -28.5% | -29.2% |
| 30D | -35.1% | +5.3% | -40.5% | -35.1% |
| 3M | -48.9% | -6.8% | -42.0% | -48.4% |
| 6M | -62.4% | +11.4% | -73.8% | -62.8% |
| YTD | -64.2% | +5.5% | -69.7% | -64.7% |
| 1Y | -60.9% | +3.7% | -64.6% | -61.2% |
| All | -60.9% | +4.7% | -65.6% | -61.2% |
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