+138.6%
NOK vs IONS
+87.6%
+50.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -2.6% | +7.4% | +5.2% |
| 7D | +11.0% | -6.7% | +17.6% | +12.0% |
| 30D | +7.8% | -4.1% | +12.0% | +8.4% |
| 3M | -21.0% | -26.6% | +5.6% | -18.6% |
| 6M | +40.9% | -27.5% | +68.4% | +45.5% |
| YTD | +72.0% | -31.5% | +103.5% | +79.0% |
| 1Y | +140.9% | -15.3% | +156.3% | +142.4% |
| 3Y | +194.3% | +31.3% | +163.0% | +167.5% |
| 5Y | +112.5% | +50.2% | +62.3% | +84.8% |
| All | +138.6% | +87.6% | +50.9% | +91.0% |
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