+1,285.7%
NOK vs IONS
+328.4%
+957.3%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.6% | +1.7% | -1.4% |
| 7D | +11.0% | -29.6% | +40.6% | +16.1% |
| 30D | -16.0% | -35.6% | +19.5% | -10.9% |
| 3M | -19.8% | -51.7% | +31.9% | -11.3% |
| 6M | -37.1% | -64.0% | +26.9% | -28.1% |
| YTD | +28.0% | -65.5% | +93.5% | +47.1% |
| 1Y | +17.9% | -62.4% | +80.4% | +33.8% |
| 3Y | +152.7% | -41.1% | +193.8% | +160.3% |
| 5Y | +62.3% | -16.5% | +78.7% | +55.1% |
| 10Y | +128.1% | -35.8% | +163.9% | +112.3% |
| All | +1,285.7% | +328.4% | +957.3% | +602.3% |
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