+56.3%
NYT vs IONS
+31.9%
+24.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +0.5% |
| 7D | -0.6% | -6.7% | +6.1% | -0.6% |
| 30D | +4.6% | -4.1% | +8.7% | +4.6% |
| 3M | -9.6% | -26.6% | +17.0% | -9.7% |
| 6M | -14.0% | -27.5% | +13.5% | -14.1% |
| YTD | -2.8% | -31.5% | +28.6% | -3.0% |
| 1Y | +15.6% | -15.3% | +30.9% | +15.3% |
| 3Y | +56.3% | +31.3% | +25.0% | +59.5% |
| All | +56.3% | +31.9% | +24.4% | +59.5% |
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 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