+253.2%
NEE vs IONS
+84.6%
+168.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.3% |
| 7D | -0.5% | -8.7% | +8.1% | +0.2% |
| 30D | -1.7% | -1.6% | -0.1% | -1.6% |
| 3M | -1.8% | -24.9% | +23.0% | +0.1% |
| 6M | -8.8% | -25.7% | +16.8% | -7.0% |
| YTD | +5.2% | -29.2% | +34.4% | +7.7% |
| 1Y | +21.3% | -13.0% | +34.4% | +21.9% |
| 3Y | +35.2% | +35.9% | -0.7% | +27.8% |
| 5Y | +10.1% | +54.5% | -44.4% | +1.4% |
| 10Y | +253.2% | +93.1% | +160.1% | +242.5% |
| All | +253.2% | +84.6% | +168.6% | +242.5% |
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