-39.8%
IONS vs RBA
+64.0%
-103.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | -29.4% | +0.6% | -30.0% | -29.6% |
| 30D | -35.1% | +9.0% | -44.1% | -36.2% |
| 3M | -48.9% | +7.2% | -56.0% | -49.6% |
| 6M | -62.4% | -7.8% | -54.7% | -61.8% |
| YTD | -64.2% | -6.4% | -57.8% | -63.9% |
| 1Y | -60.9% | -4.2% | -56.7% | -60.9% |
| All | -39.8% | +64.0% | -103.8% | -49.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling