+124.8%
TROW vs IONS
+87.6%
+37.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -0.7% |
| 7D | -3.2% | -6.7% | +3.5% | -1.9% |
| 30D | -4.6% | -4.1% | -0.5% | -3.9% |
| 3M | -0.7% | -26.6% | +25.9% | +4.3% |
| 6M | +22.2% | -27.5% | +49.7% | +28.5% |
| YTD | +6.6% | -31.5% | +38.1% | +13.2% |
| 1Y | +5.8% | -15.3% | +21.2% | +7.3% |
| 3Y | +11.6% | +31.3% | -19.7% | -1.4% |
| 5Y | -38.9% | +50.2% | -89.1% | -49.0% |
| All | +124.8% | +87.6% | +37.2% | +72.9% |
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 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