+31.3%
IONS vs NTRS
+168.2%
-136.9%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -2.9% |
| 7D | -6.7% | +1.4% | -8.1% | -7.0% |
| 30D | -4.1% | -0.7% | -3.5% | -4.0% |
| 3M | -26.6% | +11.3% | -37.9% | -28.9% |
| 6M | -27.5% | +35.5% | -63.0% | -33.9% |
| YTD | -31.5% | +40.6% | -72.1% | -38.4% |
| 1Y | -15.3% | +49.2% | -64.6% | -25.5% |
| 3Y | +31.3% | +167.2% | -135.9% | -11.2% |
| All | +31.3% | +168.2% | -136.9% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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