+102.7%
NOK vs IONS
+52.5%
+50.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.2% |
| 7D | +9.3% | -8.7% | +18.0% | +10.6% |
| 30D | +17.9% | -1.6% | +19.5% | +18.0% |
| 3M | -22.3% | -24.9% | +2.6% | -20.6% |
| 6M | +36.4% | -25.7% | +62.0% | +39.5% |
| YTD | +66.3% | -29.2% | +95.5% | +71.3% |
| 1Y | +134.4% | -13.0% | +147.4% | +133.7% |
| 3Y | +186.6% | +35.9% | +150.6% | +157.3% |
| 5Y | +102.7% | +54.5% | +48.2% | +71.8% |
| All | +102.7% | +52.5% | +50.2% | +71.8% |
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