+60.7%
NOK vs IONS
-11.8%
+72.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +6.4% | -8.9% | -3.3% |
| 7D | +5.4% | -26.3% | +31.6% | +8.6% |
| 30D | -14.1% | -31.9% | +17.8% | -10.5% |
| 3M | -23.6% | -48.0% | +24.4% | -17.6% |
| 6M | -45.1% | -62.6% | +17.4% | -39.1% |
| YTD | +24.7% | -63.3% | +88.0% | +38.7% |
| 1Y | +19.0% | -58.4% | +77.4% | +29.7% |
| 3Y | +147.0% | -38.2% | +185.2% | +146.7% |
| All | +60.7% | -11.8% | +72.5% | +44.8% |
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 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