+2.9%
ROK vs IONS
-59.8%
+62.6%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -9.1% | +11.1% | +2.3% |
| 7D | -11.0% | -30.3% | +19.2% | -9.9% |
| 30D | -8.2% | -37.7% | +29.6% | -6.3% |
| 3M | -8.5% | -50.5% | +42.0% | -4.9% |
| 6M | -12.0% | -62.8% | +50.8% | -7.9% |
| YTD | +3.1% | -64.4% | +67.4% | +10.1% |
| 1Y | +2.9% | -59.5% | +62.3% | +4.7% |
| All | +2.9% | -59.8% | +62.6% | +4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling