+11,713.3%
ROK vs IONS
+162.2%
+11,551.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -9.1% | +11.1% | +2.9% |
| 7D | -11.0% | -30.3% | +19.2% | -8.0% |
| 30D | -8.2% | -37.7% | +29.6% | -4.0% |
| 3M | -8.5% | -50.5% | +42.0% | -2.2% |
| 6M | -12.0% | -62.8% | +50.8% | -3.7% |
| YTD | +3.1% | -64.4% | +67.4% | +13.2% |
| 1Y | +2.9% | -59.5% | +62.3% | +11.5% |
| 3Y | +60.7% | -39.2% | +99.8% | +64.0% |
| 5Y | +29.5% | -15.3% | +44.8% | +26.1% |
| 10Y | +262.6% | -31.2% | +293.8% | +247.9% |
| All | +11,713.3% | +162.2% | +11,551.1% | +8,090.4% |
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