-19.2%
IONS vs RBA
+236.6%
-255.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +2.4% | -23.8% | -21.9% |
| 7D | -24.8% | +2.5% | -27.3% | -25.3% |
| 30D | -31.5% | +11.6% | -43.1% | -33.4% |
| 3M | -45.2% | +1.5% | -46.7% | -45.7% |
| 6M | -59.1% | -6.6% | -52.4% | -58.8% |
| YTD | -60.8% | -6.3% | -54.6% | -60.8% |
| 1Y | -57.9% | -4.0% | -53.9% | -58.1% |
| 3Y | -34.5% | +47.3% | -81.7% | -41.9% |
| 5Y | -8.8% | +47.7% | -56.5% | -21.3% |
| 10Y | -19.2% | +224.7% | -244.0% | -42.4% |
| All | -19.2% | +236.6% | -255.8% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling