+635.3%
NEM vs IONS
+162.2%
+473.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -9.1% | +4.9% | -3.9% |
| 7D | +11.6% | -30.3% | +41.9% | +12.8% |
| 30D | +1.8% | -37.7% | +39.5% | +3.3% |
| 3M | +2.5% | -50.5% | +53.0% | +4.7% |
| 6M | +3.4% | -62.8% | +66.2% | +6.5% |
| YTD | +20.9% | -64.4% | +85.3% | +24.7% |
| 1Y | +37.2% | -59.5% | +96.7% | +40.9% |
| 3Y | +271.6% | -39.2% | +310.8% | +274.7% |
| 5Y | +136.6% | -15.3% | +152.0% | +135.5% |
| 10Y | +342.6% | -31.2% | +373.8% | +337.8% |
| All | +635.3% | +162.2% | +473.0% | +553.2% |
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