+13.0%
IONS vs RVTY
-7.4%
+20.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.8% | -1.2% | +0.9% |
| 7D | -9.4% | -1.2% | -8.2% | -9.2% |
| 30D | -10.7% | +1.0% | -11.8% | -11.0% |
| 3M | -27.7% | +35.8% | -63.5% | -33.5% |
| 6M | -48.7% | +56.7% | -105.4% | -55.0% |
| YTD | -50.2% | +60.7% | -110.9% | -57.1% |
| 1Y | -46.8% | +73.7% | -120.5% | -55.4% |
| 3Y | -14.8% | +82.8% | -97.6% | -31.5% |
| All | +13.0% | -7.4% | +20.5% | +9.8% |
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