+213.1%
ROL vs IONS
-27.6%
+240.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -9.1% | +8.2% | +0.2% |
| 7D | +2.9% | -30.3% | +33.1% | +6.6% |
| 30D | +20.1% | -37.7% | +57.9% | +26.1% |
| 3M | +3.2% | -50.5% | +53.7% | +11.1% |
| 6M | -28.0% | -62.8% | +34.7% | -20.4% |
| YTD | -35.3% | -64.4% | +29.1% | -28.1% |
| 1Y | -33.6% | -59.5% | +25.8% | -27.5% |
| 3Y | +3.8% | -39.2% | +43.0% | +5.3% |
| 5Y | +14.4% | -15.3% | +29.7% | +7.8% |
| 10Y | +213.1% | -31.2% | +244.2% | +206.3% |
| All | +213.1% | -27.6% | +240.7% | +206.3% |
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