+214.9%
ROL vs IONS
-5.7%
+220.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -21.4% | +23.4% | +4.5% |
| 7D | +7.5% | -24.8% | +32.4% | +10.6% |
| 30D | +21.1% | -31.5% | +52.7% | +25.8% |
| 3M | +3.1% | -45.2% | +48.3% | +9.8% |
| 6M | -27.4% | -59.1% | +31.6% | -20.6% |
| YTD | -34.7% | -60.8% | +26.1% | -28.2% |
| 1Y | -32.9% | -57.9% | +24.9% | -27.0% |
| 3Y | +6.1% | -34.5% | +40.6% | +7.0% |
| 5Y | +16.3% | -8.8% | +25.2% | +8.9% |
| 10Y | +214.9% | -19.2% | +234.1% | +206.9% |
| All | +214.9% | -5.7% | +220.6% | +206.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling