+6,781.4%
ROL vs IONS
+440.4%
+6,341.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -1.4% | -4.8% | +3.4% | -1.0% |
| 30D | -4.1% | +7.2% | -11.3% | -4.7% |
| 3M | -22.5% | -22.7% | +0.2% | -21.1% |
| 6M | -37.7% | -26.9% | -10.8% | -36.2% |
| YTD | -39.6% | -26.6% | -13.0% | -38.3% |
| 1Y | -36.0% | -2.1% | -33.9% | -36.4% |
| 3Y | -5.1% | +43.4% | -48.6% | -10.6% |
| 5Y | -3.4% | +47.0% | -50.4% | -10.5% |
| 10Y | +215.2% | +97.2% | +118.1% | +174.3% |
| All | +6,781.4% | +440.4% | +6,341.0% | +4,649.5% |
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