-52.0%
ROKU vs IONS
+50.3%
-102.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +1.4% |
| 7D | -0.4% | -6.7% | +6.3% | +2.0% |
| 30D | +2.1% | -4.1% | +6.2% | +3.3% |
| 3M | +29.5% | -26.6% | +56.1% | +40.3% |
| 6M | +53.8% | -27.5% | +81.3% | +67.2% |
| YTD | +42.8% | -31.5% | +74.3% | +57.7% |
| 1Y | +60.7% | -15.3% | +76.1% | +62.1% |
| 3Y | +83.9% | +31.3% | +52.6% | +36.4% |
| All | -52.0% | +50.3% | -102.3% | -69.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling