+308.5%
ROST vs IONS
+84.6%
+223.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.5% | -1.6% |
| 7D | -2.2% | -8.7% | +6.4% | -1.0% |
| 30D | -11.4% | -1.6% | -9.8% | -11.3% |
| 3M | -1.6% | -24.9% | +23.3% | +1.5% |
| 6M | +6.8% | -25.7% | +32.5% | +10.4% |
| YTD | +25.8% | -29.2% | +55.0% | +30.7% |
| 1Y | +52.4% | -13.0% | +65.4% | +53.2% |
| 3Y | +94.4% | +35.9% | +58.4% | +76.3% |
| 5Y | +108.2% | +54.5% | +53.7% | +80.5% |
| 10Y | +308.5% | +93.1% | +215.4% | +247.2% |
| All | +308.5% | +84.6% | +223.9% | +247.2% |
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