+12,803.5%
ROK vs IONS
+440.4%
+12,363.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +0.7% | -4.8% | +5.5% | +1.2% |
| 30D | -3.3% | +7.2% | -10.5% | -4.1% |
| 3M | -5.9% | -22.7% | +16.8% | -3.9% |
| 6M | +13.9% | -26.9% | +40.7% | +16.8% |
| YTD | +12.6% | -26.6% | +39.1% | +15.4% |
| 1Y | +28.6% | -2.1% | +30.7% | +27.8% |
| 3Y | +45.1% | +43.4% | +1.7% | +36.1% |
| 5Y | +45.6% | +47.0% | -1.4% | +34.3% |
| 10Y | +345.0% | +97.2% | +247.9% | +285.0% |
| All | +12,803.5% | +440.4% | +12,363.1% | +8,250.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling