+78.2%
NTNX vs IONS
+52.0%
+26.2%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.4% | +1.4% |
| 7D | -3.1% | -6.7% | +3.5% | -1.4% |
| 30D | +2.0% | -4.1% | +6.1% | +2.8% |
| 3M | +34.0% | -26.6% | +60.5% | +42.2% |
| 6M | +72.4% | -27.5% | +99.9% | +83.0% |
| YTD | +27.5% | -31.5% | +59.0% | +36.9% |
| 1Y | -18.7% | -15.3% | -3.4% | -18.3% |
| 3Y | +80.8% | +31.3% | +49.5% | +49.6% |
| 5Y | +54.5% | +50.2% | +4.3% | +18.3% |
| All | +78.2% | +52.0% | +26.2% | +22.4% |
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