-14.8%
IONS vs RVTY
+78.0%
-92.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.8% | -1.2% | +1.1% |
| 7D | -9.4% | -1.2% | -8.2% | -9.3% |
| 30D | -10.7% | +1.0% | -11.8% | -10.9% |
| 3M | -27.7% | +35.8% | -63.5% | -32.3% |
| 6M | -48.7% | +56.7% | -105.4% | -53.9% |
| YTD | -50.2% | +60.7% | -110.9% | -56.0% |
| 1Y | -46.8% | +73.7% | -120.5% | -54.1% |
| 3Y | -14.8% | +82.8% | -97.6% | -30.0% |
| All | -14.8% | +78.0% | -92.8% | -30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling