-15.6%
IONS vs RBA
+47.4%
-62.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -36.5% |
| 3M | -48.9% | +7.2% | -56.0% | -49.9% |
| 6M | -62.4% | -7.8% | -54.7% | -62.0% |
| YTD | -64.2% | -6.4% | -57.8% | -64.1% |
| 1Y | -60.9% | -4.2% | -56.7% | -61.0% |
| 3Y | -38.9% | +64.1% | -103.0% | -47.7% |
| 5Y | -15.6% | +48.4% | -64.0% | -22.9% |
| All | -15.6% | +47.4% | -62.9% | -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 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