-56.1%
NIO vs IONS
-35.1%
-20.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +6.4% | -11.3% | -6.9% |
| 7D | -14.5% | -26.3% | +11.8% | -7.2% |
| 30D | -15.0% | -31.9% | +17.0% | -5.5% |
| 3M | -35.6% | -48.0% | +12.4% | -22.5% |
| 6M | -55.7% | -62.6% | +6.9% | -41.9% |
| YTD | -43.1% | -63.3% | +20.1% | -25.1% |
| 1Y | -53.5% | -58.4% | +4.9% | -41.4% |
| 3Y | -59.8% | -38.2% | -21.6% | -58.3% |
| 5Y | -93.2% | -11.1% | -82.1% | -94.0% |
| All | -56.1% | -35.1% | -20.9% | -58.3% |
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