+29,197.7%
ROP vs IONS
+176.6%
+29,021.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.6% | -4.5% | -3.1% |
| 7D | +2.1% | -9.4% | +11.6% | +3.1% |
| 30D | +32.9% | -10.7% | +43.7% | +34.3% |
| 3M | +20.0% | -27.7% | +47.7% | +23.6% |
| 6M | +36.4% | -48.7% | +85.1% | +44.7% |
| YTD | +7.8% | -50.2% | +58.0% | +14.5% |
| 1Y | +8.0% | -46.8% | +54.8% | +13.8% |
| 3Y | -3.5% | -14.8% | +11.4% | -4.9% |
| 5Y | +1.5% | +17.0% | -15.5% | -4.8% |
| 10Y | +198.5% | +45.3% | +153.2% | +163.4% |
| All | +29,197.7% | +176.6% | +29,021.1% | +16,089.0% |
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