+4,789.5%
NSC vs IONS
+440.4%
+4,349.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -5.5% | -4.8% | -0.7% | -5.1% |
| 30D | -3.2% | +7.2% | -10.4% | -3.8% |
| 3M | +7.7% | -22.7% | +30.4% | +9.5% |
| 6M | +4.5% | -26.9% | +31.4% | +6.7% |
| YTD | +15.6% | -26.6% | +42.1% | +17.9% |
| 1Y | +19.8% | -2.1% | +22.0% | +19.1% |
| 3Y | +70.1% | +43.4% | +26.7% | +60.9% |
| 5Y | +46.1% | +47.0% | -0.9% | +35.9% |
| 10Y | +328.1% | +97.2% | +230.9% | +277.3% |
| All | +4,789.5% | +440.4% | +4,349.2% | +3,322.6% |
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