-38.2%
IONS vs RBA
+63.1%
-101.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.9% | +5.5% | +6.3% |
| 7D | -26.3% | +1.7% | -28.0% | -26.5% |
| 30D | -31.9% | +8.3% | -40.3% | -33.0% |
| 3M | -48.0% | +10.5% | -58.5% | -49.0% |
| 6M | -62.6% | -5.9% | -56.7% | -62.2% |
| YTD | -63.3% | -6.9% | -56.4% | -63.0% |
| 1Y | -58.4% | -4.9% | -53.5% | -58.3% |
| 3Y | -38.2% | +64.5% | -102.7% | -48.5% |
| All | -38.2% | +63.1% | -101.3% | -48.5% |
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