-74.9%
NKE vs IONS
+52.5%
-127.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.9% |
| 7D | -2.3% | -8.7% | +6.3% | -1.5% |
| 30D | -10.4% | -1.6% | -8.7% | -10.3% |
| 3M | -15.5% | -24.9% | +9.4% | -13.7% |
| 6M | -32.6% | -25.7% | -7.0% | -31.2% |
| YTD | -39.8% | -29.2% | -10.6% | -38.3% |
| 1Y | -47.6% | -13.0% | -34.6% | -47.4% |
| 3Y | -59.0% | +35.9% | -94.9% | -62.3% |
| 5Y | -74.9% | +54.5% | -129.4% | -77.6% |
| All | -74.9% | +52.5% | -127.5% | -77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling