-60.9%
NKE vs IONS
-36.9%
-24.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.4% | -5.8% | +0.3% |
| 7D | -1.6% | -26.3% | +24.7% | -0.3% |
| 30D | +7.6% | -31.9% | +39.6% | +9.5% |
| 3M | -6.9% | -48.0% | +41.1% | -3.9% |
| 6M | -8.5% | -62.6% | +54.0% | -4.0% |
| YTD | -38.8% | -63.3% | +24.5% | -35.7% |
| 1Y | -40.6% | -58.4% | +17.8% | -38.1% |
| 3Y | -60.9% | -38.2% | -22.7% | -61.9% |
| All | -60.9% | -36.9% | -24.0% | -61.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling