-11.4%
IONS vs RVTY
-15.1%
+3.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.7% | +8.1% | +6.8% |
| 7D | -26.3% | -0.5% | -25.8% | -26.4% |
| 30D | -31.9% | +1.5% | -33.5% | -32.4% |
| 3M | -48.0% | +31.5% | -79.4% | -51.9% |
| 6M | -62.6% | +62.7% | -125.2% | -67.6% |
| YTD | -63.3% | +60.0% | -123.2% | -68.5% |
| 1Y | -58.4% | +65.7% | -124.1% | -64.7% |
| 3Y | -38.2% | +85.2% | -123.4% | -50.8% |
| All | -11.4% | -15.1% | +3.7% | -12.7% |
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