+1,285.5%
NLY vs IONS
+209.1%
+1,076.4%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.4% |
| 7D | -0.4% | -8.7% | +8.2% | +0.2% |
| 30D | -1.3% | -1.6% | +0.3% | -1.2% |
| 3M | +7.6% | -24.9% | +32.5% | +9.4% |
| 6M | +8.9% | -25.7% | +34.6% | +10.8% |
| YTD | +8.1% | -29.2% | +37.2% | +10.2% |
| 1Y | +15.8% | -13.0% | +28.8% | +16.3% |
| 3Y | +70.2% | +35.9% | +34.2% | +63.2% |
| 5Y | +30.0% | +54.5% | -24.5% | +22.4% |
| 10Y | +86.8% | +93.1% | -6.3% | +69.2% |
| All | +1,285.5% | +209.1% | +1,076.4% | +1,059.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling