-31.4%
ROL vs IONS
-60.0%
+28.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.4% | -3.8% | +2.4% |
| 7D | +3.0% | -26.3% | +29.3% | +3.5% |
| 30D | +19.8% | -31.9% | +51.7% | +20.8% |
| 3M | +7.9% | -48.0% | +55.9% | +10.8% |
| 6M | -25.6% | -62.6% | +36.9% | -22.2% |
| YTD | -34.1% | -63.3% | +29.1% | -30.4% |
| 1Y | -31.4% | -58.4% | +27.0% | -31.0% |
| All | -31.4% | -60.0% | +28.6% | -31.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling