+562.2%
NTAP vs IONS
-32.1%
+594.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +6.4% | -8.9% | -3.5% |
| 7D | +7.2% | -26.3% | +33.5% | +11.7% |
| 30D | -18.4% | -31.9% | +13.6% | -13.8% |
| 3M | -11.3% | -48.0% | +36.7% | -2.5% |
| 6M | +53.8% | -62.6% | +116.3% | +76.6% |
| YTD | +72.0% | -63.3% | +135.2% | +97.6% |
| 1Y | +68.0% | -58.4% | +126.4% | +88.5% |
| 3Y | +149.5% | -38.2% | +187.7% | +151.4% |
| 5Y | +125.6% | -11.1% | +136.7% | +104.5% |
| All | +562.2% | -32.1% | +594.3% | +532.7% |
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