+263.4%
ROK vs IONS
-32.1%
+295.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.4% | -6.8% | -1.4% |
| 7D | +7.1% | -26.3% | +33.4% | +11.6% |
| 30D | -5.0% | -31.9% | +27.0% | +0.3% |
| 3M | -9.4% | -48.0% | +38.6% | -0.3% |
| 6M | -11.0% | -62.6% | +51.6% | +2.5% |
| YTD | +4.4% | -63.3% | +67.7% | +20.5% |
| 1Y | +7.4% | -58.4% | +65.8% | +21.2% |
| 3Y | +61.0% | -38.2% | +99.2% | +63.4% |
| 5Y | +30.4% | -11.1% | +41.5% | +20.7% |
| All | +263.4% | -32.1% | +295.5% | +252.8% |
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