-6.3%
NVTS vs IONS
+81.2%
-87.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.1% | +2.6% |
| 7D | +9.7% | -5.3% | +15.0% | +12.0% |
| 30D | -13.6% | +0.3% | -13.9% | -14.0% |
| 3M | -51.0% | -22.9% | -28.1% | -47.7% |
| 6M | +46.3% | -23.4% | +69.7% | +56.6% |
| YTD | +68.1% | -28.3% | +96.4% | +85.6% |
| 1Y | +113.9% | -7.0% | +120.9% | +110.0% |
| 3Y | +45.3% | +37.6% | +7.7% | +7.8% |
| All | -6.3% | +81.2% | -87.4% | -40.5% |
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 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