+291.1%
ROIV vs IONS
-38.4%
+329.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -21.4% | +26.0% | +11.1% |
| 7D | +13.3% | -24.8% | +38.1% | +22.1% |
| 30D | +14.8% | -31.5% | +46.3% | +27.4% |
| 3M | +11.9% | -45.2% | +57.1% | +32.6% |
| 6M | +42.4% | -59.1% | +101.5% | +81.7% |
| YTD | +87.4% | -60.8% | +148.2% | +142.4% |
| 1Y | +97.2% | -57.9% | +155.1% | +148.3% |
| 3Y | +375.7% | -34.5% | +410.1% | +387.8% |
| 5Y | +379.0% | -8.8% | +387.9% | +338.0% |
| All | +291.1% | -38.4% | +329.4% | +260.3% |
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 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