+0.7%
NLY vs IONS
-44.5%
+45.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.7% | +4.5% | +3.9% |
| 7D | +3.5% | -10.6% | +14.1% | +4.5% |
| 30D | +3.6% | -7.7% | +11.3% | +4.3% |
| 3M | -13.6% | -27.1% | +13.5% | -11.5% |
| 6M | -9.1% | -46.8% | +37.7% | -6.3% |
| YTD | -6.1% | -49.2% | +43.2% | -3.1% |
| 1Y | +0.7% | -44.9% | +45.6% | +2.5% |
| All | +0.7% | -44.5% | +45.3% | +2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling