+133.4%
ROP vs IONS
+88.4%
+45.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.4% | -0.5% | -2.6% |
| 7D | -5.4% | -5.3% | -0.1% | -4.8% |
| 30D | -1.6% | +0.3% | -1.9% | -1.8% |
| 3M | +18.8% | -22.9% | +41.7% | +21.7% |
| 6M | +8.2% | -23.4% | +31.6% | +10.8% |
| YTD | -10.5% | -28.3% | +17.8% | -7.7% |
| 1Y | -23.7% | -7.0% | -16.7% | -24.1% |
| 3Y | -17.9% | +37.6% | -55.5% | -24.8% |
| 5Y | -15.3% | +53.4% | -68.7% | -25.6% |
| 10Y | +133.4% | +83.9% | +49.4% | +97.6% |
| All | +133.4% | +88.4% | +45.0% | +97.6% |
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