+294.2%
IONS vs RVTY
+2,324.5%
-2,030.3%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.8% | -1.2% | +0.5% |
| 7D | -9.4% | -1.2% | -8.2% | -9.2% |
| 30D | -10.7% | +1.0% | -11.8% | -11.3% |
| 3M | -27.7% | +35.8% | -63.5% | -36.5% |
| 6M | -48.7% | +56.7% | -105.4% | -57.8% |
| YTD | -50.2% | +60.7% | -110.9% | -60.0% |
| 1Y | -46.8% | +73.7% | -120.5% | -58.7% |
| 3Y | -14.8% | +82.8% | -97.6% | -37.4% |
| 5Y | +17.0% | -7.0% | +24.0% | +8.5% |
| 10Y | +45.3% | +212.3% | -167.0% | -18.7% |
| All | +294.2% | +2,324.5% | -2,030.3% | +16.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling