+43.0%
NVTS vs IONS
+46.3%
-3.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.1% | +6.4% | +6.3% |
| 7D | +2.7% | -4.8% | +7.5% | +4.1% |
| 30D | -4.5% | +7.2% | -11.7% | -6.5% |
| 3M | -61.5% | -22.7% | -38.8% | -59.9% |
| 6M | +28.0% | -26.9% | +54.9% | +36.1% |
| YTD | +65.3% | -26.6% | +91.8% | +75.7% |
| 1Y | +113.0% | -2.1% | +115.1% | +106.6% |
| All | +43.0% | +46.3% | -3.3% | +22.2% |
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