+11,430.2%
NOC vs IONS
+440.4%
+10,989.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | -5.2% | -4.8% | -0.3% | -4.9% |
| 30D | -7.2% | +7.2% | -14.4% | -7.6% |
| 3M | -5.1% | -22.7% | +17.6% | -4.0% |
| 6M | -31.1% | -26.9% | -4.2% | -30.1% |
| YTD | -8.6% | -26.6% | +18.0% | -7.3% |
| 1Y | -9.7% | -2.1% | -7.6% | -10.0% |
| 3Y | +24.3% | +43.4% | -19.2% | +20.0% |
| 5Y | +52.6% | +47.0% | +5.6% | +45.8% |
| 10Y | +183.6% | +97.2% | +86.4% | +161.5% |
| All | +11,430.2% | +440.4% | +10,989.8% | +9,015.8% |
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