+54.7%
IONS vs RVTY
-30.5%
+85.2%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -4.8% | +1.1% | -6.0% | -5.1% |
| 30D | +7.2% | +13.2% | -6.0% | +3.5% |
| 3M | -22.7% | +27.2% | -49.9% | -28.1% |
| 6M | -26.9% | +32.4% | -59.3% | -33.2% |
| YTD | -26.6% | +34.9% | -61.4% | -33.7% |
| 1Y | -2.1% | +52.4% | -54.5% | -15.5% |
| 3Y | +43.4% | +12.3% | +31.2% | +33.6% |
| All | +54.7% | -30.5% | +85.2% | +70.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling