+212.7%
ROL vs IONS
-36.2%
+248.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.6% | +2.1% | -1.1% |
| 7D | -1.7% | -29.6% | +27.9% | +1.8% |
| 30D | +18.5% | -35.6% | +54.1% | +23.9% |
| 3M | +4.3% | -51.7% | +56.0% | +12.7% |
| 6M | -27.7% | -64.0% | +36.3% | -19.7% |
| YTD | -35.8% | -65.5% | +29.7% | -28.4% |
| 1Y | -34.1% | -62.4% | +28.3% | -27.3% |
| 3Y | +2.9% | -41.1% | +44.0% | +4.9% |
| 5Y | +12.7% | -16.5% | +29.2% | +6.2% |
| All | +212.7% | -36.2% | +248.9% | +204.6% |
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