+480.9%
IONS vs RJF
+25,216.6%
-24,735.7%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.5% |
| 7D | -4.8% | -0.6% | -4.3% | -4.7% |
| 30D | +7.2% | -1.3% | +8.4% | +7.6% |
| 3M | -22.7% | +18.9% | -41.6% | -28.2% |
| 6M | -26.9% | +15.0% | -41.9% | -31.4% |
| YTD | -26.6% | +12.2% | -38.8% | -30.8% |
| 1Y | -2.1% | +5.6% | -7.8% | -5.8% |
| 3Y | +43.4% | +74.9% | -31.4% | +11.1% |
| 5Y | +47.0% | +106.6% | -59.7% | +3.7% |
| 10Y | +97.2% | +433.1% | -335.9% | -10.7% |
| All | +480.9% | +25,216.6% | -24,735.7% | -16.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling