+92.9%
IONS vs RBA
+185.7%
-92.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | -4.8% | -2.9% | -1.9% | -4.2% |
| 30D | +7.2% | -12.3% | +19.5% | +10.5% |
| 3M | -22.7% | -20.5% | -2.2% | -18.7% |
| 6M | -26.9% | -18.5% | -8.3% | -23.7% |
| YTD | -26.6% | -18.2% | -8.3% | -23.7% |
| 1Y | -2.1% | -27.5% | +25.4% | +4.6% |
| 3Y | +43.4% | +38.1% | +5.4% | +28.6% |
| 5Y | +47.0% | +44.8% | +2.2% | +26.3% |
| All | +92.9% | +185.7% | -92.8% | +22.9% |
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