+10.6%
ROP vs IONS
-44.5%
+55.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.7% | +4.6% | +3.9% |
| 7D | +11.7% | -10.6% | +22.3% | +11.8% |
| 30D | +35.5% | -7.7% | +43.2% | +35.5% |
| 3M | +25.6% | -27.1% | +52.7% | +26.0% |
| 6M | +39.3% | -46.8% | +86.0% | +39.7% |
| YTD | +11.6% | -49.2% | +60.9% | +12.3% |
| 1Y | +10.6% | -44.9% | +55.5% | +11.4% |
| All | +10.6% | -44.5% | +55.2% | +11.4% |
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 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