+685.1%
NEM vs IONS
+440.4%
+244.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | +0.3% | -4.8% | +5.1% | +0.4% |
| 30D | +23.1% | +7.2% | +15.9% | +22.8% |
| 3M | +18.5% | -22.7% | +41.2% | +19.3% |
| 6M | +7.8% | -26.9% | +34.7% | +8.7% |
| YTD | +29.1% | -26.6% | +55.7% | +30.2% |
| 1Y | +72.7% | -2.1% | +74.8% | +72.5% |
| 3Y | +248.7% | +43.4% | +205.3% | +242.4% |
| 5Y | +148.7% | +47.0% | +101.7% | +143.0% |
| 10Y | +304.8% | +97.2% | +207.6% | +287.7% |
| All | +685.1% | +440.4% | +244.7% | +582.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling