+54.7%
RMBS vs IONS
+42.9%
+11.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -0.3% | -4.8% | +4.5% | +0.6% |
| 30D | -12.2% | +7.2% | -19.4% | -13.5% |
| 3M | -49.5% | -22.7% | -26.9% | -48.1% |
| 6M | -7.1% | -26.9% | +19.7% | -3.2% |
| YTD | -7.0% | -26.6% | +19.6% | -3.3% |
| 1Y | +13.3% | -2.1% | +15.5% | +9.3% |
| All | +54.7% | +42.9% | +11.7% | +29.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling