-19.2%
IONS vs RVTY
+217.6%
-236.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +3.6% | -25.0% | -22.6% |
| 7D | -24.8% | +6.0% | -30.8% | -26.7% |
| 30D | -31.5% | +4.3% | -35.8% | -32.9% |
| 3M | -45.2% | +40.2% | -85.4% | -52.1% |
| 6M | -59.1% | +59.3% | -118.4% | -66.3% |
| YTD | -60.8% | +66.5% | -127.3% | -68.7% |
| 1Y | -57.9% | +77.5% | -135.3% | -67.3% |
| 3Y | -34.5% | +92.5% | -127.0% | -53.0% |
| 5Y | -8.8% | -6.8% | -2.0% | -12.3% |
| 10Y | -19.2% | +225.4% | -244.6% | -64.0% |
| All | -19.2% | +217.6% | -236.9% | -64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling