-39.0%
NVTS vs IONS
-11.1%
-27.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | -21.4% | +32.6% | +19.1% |
| 7D | +20.8% | -24.8% | +45.6% | +32.0% |
| 30D | -11.1% | -31.5% | +20.4% | +1.0% |
| 3M | -31.0% | -45.2% | +14.2% | -14.9% |
| 6M | -47.4% | -59.1% | +11.7% | -29.4% |
| YTD | +34.2% | -60.8% | +95.0% | +83.6% |
| 1Y | +22.2% | -57.9% | +80.0% | +61.1% |
| 3Y | +68.4% | -34.5% | +102.8% | +70.1% |
| 5Y | -39.0% | -8.8% | -30.2% | -51.4% |
| All | -39.0% | -11.1% | -27.9% | -51.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling