-58.6%
NKE vs IONS
+36.3%
-94.9%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.9% |
| 7D | -2.3% | -8.7% | +6.3% | -1.9% |
| 30D | -10.4% | -1.6% | -8.7% | -10.3% |
| 3M | -15.5% | -24.9% | +9.4% | -14.5% |
| 6M | -32.6% | -25.7% | -7.0% | -31.8% |
| YTD | -39.8% | -29.2% | -10.6% | -38.9% |
| 1Y | -47.6% | -13.0% | -34.6% | -47.4% |
| All | -58.6% | +36.3% | -94.9% | -60.3% |
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 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