+967.9%
RMBS vs IONS
+79.0%
+888.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -9.1% | +9.1% | +2.0% |
| 7D | -8.4% | -30.3% | +21.8% | -2.0% |
| 30D | -24.9% | -37.7% | +12.9% | -17.5% |
| 3M | -15.8% | -50.5% | +34.7% | -3.3% |
| 6M | -37.5% | -62.8% | +25.2% | -24.8% |
| YTD | -12.1% | -64.4% | +52.3% | +6.7% |
| 1Y | -27.0% | -59.5% | +32.5% | -14.0% |
| 3Y | +28.8% | -39.2% | +68.0% | +34.8% |
| 5Y | +236.2% | -15.3% | +251.6% | +218.2% |
| 10Y | +546.6% | -31.2% | +577.8% | +485.6% |
| All | +967.9% | +79.0% | +888.9% | +285.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling