+103,003.0%
ROST vs IONS
+266.7%
+102,736.3%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -1.9% |
| 7D | +1.2% | -9.4% | +10.7% | +2.2% |
| 30D | +2.5% | -10.7% | +13.2% | +3.5% |
| 3M | -9.0% | -27.7% | +18.7% | -6.2% |
| 6M | +1.3% | -48.7% | +50.1% | +7.3% |
| YTD | +29.1% | -50.2% | +79.2% | +36.9% |
| 1Y | +45.4% | -46.8% | +92.2% | +53.2% |
| 3Y | +94.9% | -14.8% | +109.7% | +92.6% |
| 5Y | +104.0% | +17.0% | +87.0% | +93.0% |
| 10Y | +314.8% | +45.3% | +269.5% | +271.3% |
| All | +103,003.0% | +266.7% | +102,736.3% | +56,393.9% |
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