+181.9%
IONS vs RJF
+23,852.9%
-23,671.0%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +0.2% | -9.2% | -9.1% |
| 7D | -30.3% | +4.0% | -34.2% | -31.6% |
| 30D | -37.7% | +6.1% | -43.9% | -39.5% |
| 3M | -50.5% | -5.8% | -44.7% | -49.7% |
| 6M | -62.8% | +9.7% | -72.5% | -64.6% |
| YTD | -64.4% | +6.2% | -70.5% | -65.9% |
| 1Y | -59.5% | +5.3% | -64.8% | -61.1% |
| 3Y | -39.2% | +74.4% | -113.6% | -53.1% |
| 5Y | -15.3% | +81.6% | -96.9% | -37.5% |
| 10Y | -31.2% | +333.6% | -364.7% | -66.5% |
| All | +181.9% | +23,852.9% | -23,671.0% | -58.8% |
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