+354.9%
ROK vs IONS
+84.6%
+270.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.5% |
| 7D | +0.2% | -8.7% | +8.8% | +1.7% |
| 30D | -1.8% | -1.6% | -0.2% | -1.7% |
| 3M | -7.2% | -24.9% | +17.7% | -3.7% |
| 6M | +14.2% | -25.7% | +39.8% | +18.6% |
| YTD | +10.6% | -29.2% | +39.8% | +15.8% |
| 1Y | +25.9% | -13.0% | +38.9% | +26.9% |
| 3Y | +50.8% | +35.9% | +14.8% | +35.3% |
| 5Y | +47.0% | +54.5% | -7.4% | +25.7% |
| 10Y | +354.9% | +93.1% | +261.8% | +255.6% |
| All | +354.9% | +84.6% | +270.3% | +255.6% |
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 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