+153.4%
NEM vs IONS
+51.6%
+101.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.5% |
| 7D | +3.9% | -5.3% | +9.1% | +4.4% |
| 30D | +12.7% | +0.3% | +12.5% | +12.6% |
| 3M | +28.7% | -22.9% | +51.5% | +31.1% |
| 6M | +9.8% | -23.4% | +33.2% | +11.9% |
| YTD | +28.1% | -28.3% | +56.4% | +31.6% |
| 1Y | +69.3% | -7.0% | +76.4% | +69.8% |
| 3Y | +247.7% | +37.6% | +210.1% | +228.6% |
| 5Y | +153.4% | +53.4% | +100.0% | +141.8% |
| All | +153.4% | +51.6% | +101.8% | +141.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling