+71.7%
NUE vs IONS
-36.9%
+108.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +6.4% | -9.9% | -4.3% |
| 7D | +2.8% | -26.3% | +29.0% | +6.4% |
| 30D | -2.1% | -31.9% | +29.9% | +2.5% |
| 3M | -7.3% | -48.0% | +40.7% | +0.7% |
| 6M | +8.9% | -62.6% | +71.4% | +23.3% |
| YTD | +55.6% | -63.3% | +118.9% | +76.5% |
| 1Y | +74.7% | -58.4% | +133.1% | +94.5% |
| 3Y | +71.7% | -38.2% | +109.9% | +65.6% |
| All | +71.7% | -36.9% | +108.5% | +65.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling