+6.0%
ROP vs IONS
-61.6%
+67.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.6% | +3.6% | +0.1% |
| 7D | -2.7% | -29.6% | +26.9% | -2.1% |
| 30D | +29.7% | -35.6% | +65.3% | +30.5% |
| 3M | +21.2% | -51.7% | +72.9% | +22.6% |
| 6M | +48.3% | -64.0% | +112.2% | +50.1% |
| YTD | +8.4% | -65.5% | +73.9% | +9.9% |
| 1Y | +6.0% | -62.4% | +68.4% | +5.7% |
| All | +6.0% | -61.6% | +67.6% | +5.7% |
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