+157.4%
NOC vs IONS
-32.1%
+189.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.4% | -6.2% | -0.3% |
| 7D | +4.8% | -26.3% | +31.1% | +7.0% |
| 30D | +11.0% | -31.9% | +43.0% | +14.1% |
| 3M | -3.8% | -48.0% | +44.2% | +0.9% |
| 6M | +0.6% | -62.6% | +63.2% | +8.2% |
| YTD | -2.3% | -63.3% | +61.0% | +5.1% |
| 1Y | +0.3% | -58.4% | +58.6% | +6.7% |
| 3Y | +24.6% | -38.2% | +62.8% | +26.1% |
| 5Y | +66.0% | -11.1% | +77.1% | +58.4% |
| All | +157.4% | -32.1% | +189.5% | +151.3% |
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