+102,626.0%
ROST vs IONS
+440.4%
+102,185.6%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.4% | -0.4% |
| 7D | +0.9% | -4.8% | +5.8% | +1.4% |
| 30D | -8.9% | +7.2% | -16.1% | -9.6% |
| 3M | -0.8% | -22.7% | +21.9% | +1.1% |
| 6M | +8.5% | -26.9% | +35.4% | +11.1% |
| YTD | +28.6% | -26.6% | +55.2% | +31.5% |
| 1Y | +52.3% | -2.1% | +54.5% | +51.3% |
| 3Y | +94.8% | +43.4% | +51.4% | +83.0% |
| 5Y | +110.8% | +47.0% | +63.8% | +94.8% |
| 10Y | +304.5% | +97.2% | +207.4% | +251.3% |
| All | +102,626.0% | +440.4% | +102,185.6% | +54,179.8% |
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 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