+77.9%
NLY vs IONS
+87.6%
-9.7%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | -0.1% |
| 7D | -4.0% | -6.7% | +2.7% | -3.2% |
| 30D | -5.2% | -4.1% | -1.1% | -4.8% |
| 3M | +2.8% | -26.6% | +29.4% | +5.9% |
| 6M | +4.2% | -27.5% | +31.7% | +7.5% |
| YTD | +4.7% | -31.5% | +36.1% | +8.6% |
| 1Y | +12.7% | -15.3% | +28.1% | +13.8% |
| 3Y | +62.5% | +31.3% | +31.3% | +51.1% |
| 5Y | +26.3% | +50.2% | -23.9% | +13.5% |
| All | +77.9% | +87.6% | -9.7% | +65.3% |
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 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