+162.8%
NOC vs IONS
-27.6%
+190.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -9.1% | +10.8% | +2.5% |
| 7D | -0.3% | -30.3% | +30.0% | +2.3% |
| 30D | +14.1% | -37.7% | +51.9% | +18.1% |
| 3M | -4.6% | -50.5% | +45.9% | +0.5% |
| 6M | +0.7% | -62.8% | +63.5% | +8.4% |
| YTD | -2.6% | -64.4% | +61.8% | +5.1% |
| 1Y | -1.0% | -59.5% | +58.5% | +5.7% |
| 3Y | +24.5% | -39.2% | +63.7% | +26.1% |
| 5Y | +64.3% | -15.3% | +79.7% | +57.5% |
| 10Y | +162.8% | -31.2% | +193.9% | +154.6% |
| All | +162.8% | -27.6% | +190.4% | +154.6% |
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 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