+28.8%
RMBS vs IONS
-40.7%
+69.6%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -9.1% | +9.1% | +1.7% |
| 7D | -8.4% | -30.3% | +21.8% | -2.7% |
| 30D | -24.9% | -37.7% | +12.9% | -18.1% |
| 3M | -15.8% | -50.5% | +34.7% | -4.1% |
| 6M | -37.5% | -62.8% | +25.2% | -26.1% |
| YTD | -12.1% | -64.4% | +52.3% | +5.0% |
| 1Y | -27.0% | -59.5% | +32.5% | -15.8% |
| 3Y | +28.8% | -39.2% | +68.0% | +16.4% |
| All | +28.8% | -40.7% | +69.6% | +16.4% |
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 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