-16.9%
RMBS vs IONS
-61.6%
+44.8%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | -0.3% |
| 7D | +21.9% | -29.6% | +51.6% | +23.5% |
| 30D | -13.4% | -35.6% | +22.1% | -11.1% |
| 3M | -15.9% | -51.7% | +35.8% | -11.9% |
| 6M | -34.8% | -64.0% | +29.2% | -33.9% |
| YTD | -7.5% | -65.5% | +57.9% | -6.0% |
| 1Y | -16.9% | -62.4% | +45.6% | -20.4% |
| All | -16.9% | -61.6% | +44.8% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 1y: compounded portfolio wealth divided by compounded IONS 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…
1y analysis · Full analysis span regression · 6 months rolling