+590.2%
NTAP vs IONS
+88.4%
+501.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +2.3% |
| 7D | +3.3% | -5.3% | +8.6% | +4.1% |
| 30D | -0.2% | +0.3% | -0.5% | -0.4% |
| 3M | +11.4% | -22.9% | +34.3% | +14.8% |
| 6M | +88.7% | -23.4% | +112.1% | +94.3% |
| YTD | +78.9% | -28.3% | +107.2% | +86.2% |
| 1Y | +58.8% | -7.0% | +65.9% | +57.3% |
| 3Y | +153.5% | +37.6% | +115.9% | +124.8% |
| 5Y | +136.7% | +53.4% | +83.3% | +99.4% |
| 10Y | +590.2% | +83.9% | +506.2% | +441.0% |
| All | +590.2% | +88.4% | +501.8% | +441.0% |
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