+53.4%
IONS vs RJF
+105.7%
-52.3%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.1% |
| 7D | -5.3% | +1.8% | -7.1% | -5.8% |
| 30D | +0.3% | 0.0% | +0.3% | +0.2% |
| 3M | -22.9% | +18.0% | -40.9% | -27.0% |
| 6M | -23.4% | +17.0% | -40.4% | -27.5% |
| YTD | -28.3% | +11.1% | -39.4% | -31.3% |
| 1Y | -7.0% | +8.0% | -15.0% | -10.2% |
| 3Y | +37.6% | +73.3% | -35.7% | +10.3% |
| 5Y | +53.4% | +107.4% | -54.0% | +10.2% |
| All | +53.4% | +105.7% | -52.3% | +10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling