+550.6%
ROKU vs IONS
+8.5%
+542.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.1% |
| 7D | -3.0% | -8.7% | +5.6% | +0.1% |
| 30D | +0.7% | -1.6% | +2.3% | +1.0% |
| 3M | +26.5% | -24.9% | +51.3% | +36.5% |
| 6M | +52.6% | -25.7% | +78.3% | +65.1% |
| YTD | +40.9% | -29.2% | +70.1% | +54.4% |
| 1Y | +57.6% | -13.0% | +70.7% | +58.6% |
| 3Y | +83.2% | +35.9% | +47.2% | +41.0% |
| 5Y | -54.8% | +54.5% | -109.3% | -67.5% |
| All | +550.6% | +8.5% | +542.2% | +383.4% |
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