-39.2%
IONS vs RJF
+76.2%
-115.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +0.2% | -9.2% | -9.1% |
| 7D | -30.3% | +4.0% | -34.2% | -30.9% |
| 30D | -37.7% | +6.1% | -43.9% | -38.7% |
| 3M | -50.5% | -5.8% | -44.7% | -49.8% |
| 6M | -62.8% | +9.7% | -72.5% | -63.8% |
| YTD | -64.4% | +6.2% | -70.5% | -65.3% |
| 1Y | -59.5% | +5.3% | -64.8% | -60.4% |
| 3Y | -39.2% | +74.4% | -113.6% | -56.4% |
| All | -39.2% | +76.2% | -115.4% | -56.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling