+56.1%
NOC vs IONS
+51.6%
+4.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | +0.8% |
| 7D | -2.7% | -5.3% | +2.6% | -2.4% |
| 30D | -8.9% | +0.3% | -9.1% | -8.9% |
| 3M | -3.7% | -22.9% | +19.2% | -2.6% |
| 6M | -30.8% | -23.4% | -7.4% | -30.0% |
| YTD | -7.9% | -28.3% | +20.4% | -6.6% |
| 1Y | -9.4% | -7.0% | -2.4% | -9.1% |
| 3Y | +29.0% | +37.6% | -8.6% | +25.8% |
| 5Y | +56.1% | +53.4% | +2.7% | +50.2% |
| All | +56.1% | +51.6% | +4.5% | +50.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling