-11.4%
IONS vs RBA
+45.7%
-57.1%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.9% | +5.5% | +6.2% |
| 7D | -26.3% | +1.7% | -28.0% | -26.6% |
| 30D | -31.9% | +8.3% | -40.3% | -33.3% |
| 3M | -48.0% | +10.5% | -58.5% | -49.4% |
| 6M | -62.6% | -5.9% | -56.7% | -62.3% |
| YTD | -63.3% | -6.9% | -56.4% | -63.1% |
| 1Y | -58.4% | -4.9% | -53.5% | -58.5% |
| 3Y | -38.2% | +64.5% | -102.7% | -47.2% |
| All | -11.4% | +45.7% | -57.1% | -17.8% |
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 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