-58.4%
IONS vs RJF
+3.6%
-62.0%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.8% | +5.6% | +6.4% |
| 7D | -26.3% | +3.6% | -29.9% | -26.1% |
| 30D | -31.9% | +7.2% | -39.2% | -31.8% |
| 3M | -48.0% | -6.5% | -41.5% | -47.5% |
| 6M | -62.6% | +10.3% | -72.9% | -62.6% |
| YTD | -63.3% | +6.5% | -69.8% | -63.5% |
| 1Y | -58.4% | +6.1% | -64.5% | -58.5% |
| All | -58.4% | +3.6% | -62.0% | -58.5% |
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