+183.1%
ROP vs IONS
-36.2%
+219.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.6% | +3.6% | +0.5% |
| 7D | -2.7% | -29.6% | +26.9% | +1.1% |
| 30D | +29.7% | -35.6% | +65.3% | +36.0% |
| 3M | +21.2% | -51.7% | +72.9% | +31.4% |
| 6M | +48.3% | -64.0% | +112.2% | +65.4% |
| YTD | +8.4% | -65.5% | +73.9% | +21.4% |
| 1Y | +6.0% | -62.4% | +68.4% | +17.3% |
| 3Y | -5.6% | -41.1% | +35.5% | -4.5% |
| 5Y | +1.3% | -16.5% | +17.7% | -5.5% |
| All | +183.1% | -36.2% | +219.3% | +171.3% |
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