+13.0%
IONS vs RBA
+37.7%
-24.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +1.9% |
| 7D | -9.4% | +4.3% | -13.7% | -10.3% |
| 30D | -10.7% | +16.3% | -27.1% | -13.9% |
| 3M | -27.7% | +1.3% | -29.0% | -28.1% |
| 6M | -48.7% | -11.1% | -37.6% | -47.6% |
| YTD | -50.2% | -8.5% | -41.7% | -49.7% |
| 1Y | -46.8% | -2.1% | -44.7% | -47.3% |
| 3Y | -14.8% | +44.6% | -59.4% | -24.8% |
| All | +13.0% | +37.7% | -24.7% | +4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling