+342.1%
NEM vs IONS
-36.2%
+378.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.6% | -1.3% | -4.6% |
| 7D | -5.9% | -29.6% | +23.7% | -3.6% |
| 30D | -2.6% | -35.6% | +33.0% | +0.5% |
| 3M | -4.2% | -51.7% | +47.5% | +0.9% |
| 6M | -5.5% | -64.0% | +58.5% | +1.4% |
| YTD | +13.5% | -65.5% | +79.0% | +22.2% |
| 1Y | +22.2% | -62.4% | +84.6% | +30.7% |
| 3Y | +249.0% | -41.1% | +290.0% | +256.4% |
| 5Y | +120.1% | -16.5% | +136.5% | +119.5% |
| All | +342.1% | -36.2% | +378.3% | +350.1% |
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