-24.4%
NKE vs IONS
+92.6%
-117.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.9% |
| 7D | -5.5% | -4.3% | -1.3% | -5.0% |
| 30D | -10.4% | +0.4% | -10.8% | -10.6% |
| 3M | -15.8% | -24.1% | +8.3% | -13.6% |
| 6M | -33.4% | -26.4% | -7.0% | -31.4% |
| YTD | -41.0% | -29.7% | -11.3% | -38.9% |
| 1Y | -49.1% | -13.0% | -36.0% | -48.8% |
| 3Y | -59.8% | +35.0% | -94.8% | -63.1% |
| 5Y | -75.5% | +54.2% | -129.7% | -78.4% |
| All | -24.4% | +92.6% | -117.0% | -34.7% |
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