+750.3%
NVT vs IONS
+9.7%
+740.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.6% | +7.2% | +5.2% |
| 7D | +4.1% | -6.7% | +10.7% | +5.5% |
| 30D | -5.1% | -4.1% | -1.0% | -4.5% |
| 3M | -1.2% | -26.6% | +25.4% | +3.5% |
| 6M | +46.6% | -27.5% | +74.1% | +53.9% |
| YTD | +60.0% | -31.5% | +91.5% | +69.8% |
| 1Y | +70.8% | -15.3% | +86.1% | +72.6% |
| 3Y | +187.5% | +31.3% | +156.3% | +149.6% |
| 5Y | +426.1% | +50.2% | +375.9% | +319.2% |
| All | +750.3% | +9.7% | +740.5% | +596.5% |
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