+4,892.9%
NI vs IONS
+170.3%
+4,722.5%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.4% | -5.9% | +0.2% |
| 7D | +4.3% | -26.3% | +30.6% | +5.8% |
| 30D | +12.4% | -31.9% | +44.3% | +14.4% |
| 3M | +10.2% | -48.0% | +58.2% | +13.6% |
| 6M | -0.8% | -62.6% | +61.7% | +3.8% |
| YTD | +13.2% | -63.3% | +76.5% | +18.6% |
| 1Y | +10.1% | -58.4% | +68.5% | +14.5% |
| 3Y | +103.1% | -38.2% | +141.3% | +104.8% |
| 5Y | +115.5% | -11.1% | +126.6% | +111.5% |
| 10Y | +195.5% | -31.7% | +227.2% | +188.3% |
| All | +4,892.9% | +170.3% | +4,722.5% | +4,122.0% |
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