+14,551.4%
NVDA vs IONS
+92.6%
+14,458.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.1% |
| 7D | -4.3% | -4.3% | 0.0% | -3.2% |
| 30D | +0.5% | +0.4% | +0.1% | +0.2% |
| 3M | +9.1% | -24.1% | +33.2% | +14.9% |
| 6M | +18.5% | -26.4% | +44.9% | +25.7% |
| YTD | +17.4% | -29.7% | +47.0% | +25.7% |
| 1Y | +23.4% | -13.0% | +36.5% | +24.2% |
| 3Y | +380.6% | +35.0% | +345.5% | +301.7% |
| 5Y | +875.7% | +54.2% | +821.5% | +657.6% |
| All | +14,551.4% | +92.6% | +14,458.8% | +11,255.3% |
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