+28,965.7%
ROP vs IONS
+117.5%
+28,848.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -21.4% | +20.3% | +1.1% |
| 7D | -1.6% | -24.8% | +23.2% | +0.9% |
| 30D | +29.5% | -31.5% | +61.1% | +34.1% |
| 3M | +17.5% | -45.2% | +62.7% | +24.2% |
| 6M | +38.1% | -59.1% | +97.1% | +49.3% |
| YTD | +7.0% | -60.8% | +67.8% | +16.0% |
| 1Y | +6.5% | -57.9% | +64.4% | +14.6% |
| 3Y | -5.5% | -34.5% | +29.0% | -4.6% |
| 5Y | -0.4% | -8.8% | +8.4% | -4.4% |
| 10Y | +183.6% | -19.2% | +202.8% | +165.2% |
| All | +28,965.7% | +117.5% | +28,848.2% | +16,307.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling