+25.9%
ROK vs IONS
-8.4%
+34.3%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.6% |
| 7D | +0.2% | -8.7% | +8.8% | +0.8% |
| 30D | -1.8% | -1.6% | -0.2% | -1.8% |
| 3M | -7.2% | -24.9% | +17.7% | -6.7% |
| 6M | +14.2% | -25.7% | +39.8% | +15.0% |
| YTD | +10.6% | -29.2% | +39.8% | +13.5% |
| 1Y | +25.9% | -13.0% | +38.9% | +26.1% |
| All | +25.9% | -8.4% | +34.3% | +26.1% |
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