+460.2%
IONS vs NTRS
+6,252.7%
-5,792.5%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -8.7% | +0.9% | -9.5% | -9.0% |
| 30D | -1.6% | -1.2% | -0.4% | -1.1% |
| 3M | -24.9% | +8.8% | -33.7% | -27.9% |
| 6M | -25.7% | +34.7% | -60.4% | -35.1% |
| YTD | -29.2% | +37.2% | -66.4% | -38.9% |
| 1Y | -13.0% | +46.3% | -59.4% | -27.3% |
| 3Y | +35.9% | +163.2% | -127.3% | -13.9% |
| 5Y | +54.5% | +86.9% | -32.4% | +8.8% |
| 10Y | +93.1% | +250.9% | -157.8% | -3.9% |
| All | +460.2% | +6,252.7% | -5,792.5% | +24.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling