+189.8%
NOC vs IONS
+92.6%
+97.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.3% | +0.7% |
| 7D | -1.8% | -4.3% | +2.5% | -1.4% |
| 30D | -9.4% | +0.4% | -9.9% | -9.5% |
| 3M | -3.8% | -24.1% | +20.3% | -1.8% |
| 6M | -28.8% | -26.4% | -2.3% | -27.1% |
| YTD | -7.9% | -29.7% | +21.8% | -5.4% |
| 1Y | -9.0% | -13.0% | +4.0% | -8.5% |
| 3Y | +29.1% | +35.0% | -6.0% | +22.1% |
| 5Y | +58.9% | +54.2% | +4.7% | +45.2% |
| All | +189.8% | +92.6% | +97.2% | +145.9% |
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