+94.9%
ROST vs IONS
-16.4%
+111.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -1.9% |
| 7D | +1.2% | -9.4% | +10.7% | +2.1% |
| 30D | +2.5% | -10.7% | +13.2% | +3.4% |
| 3M | -9.0% | -27.7% | +18.7% | -6.6% |
| 6M | +1.3% | -48.7% | +50.1% | +6.4% |
| YTD | +29.1% | -50.2% | +79.2% | +35.7% |
| 1Y | +45.4% | -46.8% | +92.2% | +51.7% |
| 3Y | +94.9% | -14.8% | +109.7% | +86.8% |
| All | +94.9% | -16.4% | +111.2% | +86.8% |
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