-11.0%
RMBS vs IONS
-60.0%
+49.0%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +6.4% | -9.6% | -3.4% |
| 7D | +10.3% | -26.3% | +36.6% | +11.3% |
| 30D | -10.7% | -31.9% | +21.2% | -8.9% |
| 3M | -17.2% | -48.0% | +30.8% | -14.6% |
| 6M | -39.0% | -62.6% | +23.5% | -38.7% |
| YTD | -10.5% | -63.3% | +52.8% | -10.3% |
| 1Y | -11.0% | -58.4% | +47.4% | -9.1% |
| All | -11.0% | -60.0% | +49.0% | -9.1% |
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