+296.1%
ROIV vs IONS
-44.0%
+340.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -9.1% | +10.3% | +4.0% |
| 7D | +14.3% | -30.3% | +44.5% | +25.7% |
| 30D | +16.2% | -37.7% | +54.0% | +32.4% |
| 3M | +15.1% | -50.5% | +65.6% | +40.4% |
| 6M | +44.2% | -62.8% | +107.0% | +89.0% |
| YTD | +89.8% | -64.4% | +154.2% | +152.1% |
| 1Y | +94.6% | -59.5% | +154.0% | +147.0% |
| 3Y | +367.5% | -39.2% | +406.7% | +388.7% |
| 5Y | +421.4% | -15.3% | +436.7% | +388.8% |
| All | +296.1% | -44.0% | +340.0% | +274.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling