+7,320.5%
ROL vs IONS
+163.5%
+7,157.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.1% |
| 7D | +0.8% | -29.4% | +30.2% | +3.6% |
| 30D | +20.6% | -35.1% | +55.7% | +24.8% |
| 3M | +4.5% | -48.9% | +53.4% | +10.4% |
| 6M | -26.5% | -62.4% | +35.9% | -20.6% |
| YTD | -34.8% | -64.2% | +29.3% | -29.3% |
| 1Y | -33.2% | -60.9% | +27.7% | -28.1% |
| 3Y | +4.5% | -38.9% | +43.4% | +6.0% |
| 5Y | +15.5% | -15.6% | +31.1% | +12.2% |
| 10Y | +217.2% | -33.5% | +250.7% | +204.1% |
| All | +7,320.5% | +163.5% | +7,157.0% | +5,337.4% |
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