-31.2%
IONS vs RBA
+225.5%
-256.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +0.4% | -9.5% | -9.1% |
| 7D | -30.3% | +3.2% | -33.5% | -30.8% |
| 30D | -37.7% | +12.0% | -49.8% | -39.5% |
| 3M | -50.5% | +2.9% | -53.4% | -51.1% |
| 6M | -62.8% | -6.3% | -56.5% | -62.6% |
| YTD | -64.4% | -5.9% | -58.5% | -64.4% |
| 1Y | -59.5% | -3.9% | -55.6% | -59.7% |
| 3Y | -39.2% | +64.9% | -104.1% | -47.3% |
| 5Y | -15.3% | +48.5% | -63.8% | -26.8% |
| 10Y | -31.2% | +211.8% | -243.0% | -51.4% |
| All | -31.2% | +225.5% | -256.6% | -51.4% |
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