-5.2%
ROP vs IONS
-36.9%
+31.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.4% | -6.0% | +0.2% |
| 7D | +0.7% | -26.3% | +27.0% | +2.0% |
| 30D | +28.8% | -31.9% | +60.7% | +30.8% |
| 3M | +21.1% | -48.0% | +69.0% | +24.6% |
| 6M | +52.5% | -62.6% | +115.1% | +59.1% |
| YTD | +8.9% | -63.3% | +72.1% | +13.6% |
| 1Y | +8.2% | -58.4% | +66.6% | +12.0% |
| 3Y | -5.2% | -38.2% | +33.1% | -8.1% |
| All | -5.2% | -36.9% | +31.7% | -8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling