+265.7%
RMBS vs IONS
+51.6%
+214.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.0% | +2.2% |
| 7D | +3.0% | -5.3% | +8.2% | +4.1% |
| 30D | -14.4% | +0.3% | -14.7% | -14.6% |
| 3M | -42.8% | -22.9% | -20.0% | -40.8% |
| 6M | -1.4% | -23.4% | +22.0% | +2.3% |
| YTD | -5.4% | -28.3% | +22.9% | -0.4% |
| 1Y | +18.6% | -7.0% | +25.6% | +16.5% |
| 3Y | +57.3% | +37.6% | +19.7% | +31.6% |
| 5Y | +265.7% | +53.4% | +212.3% | +178.6% |
| All | +265.7% | +51.6% | +214.1% | +178.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling