-37.6%
IONS vs PENG
+689.3%
-726.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -5.5% | +11.9% | +7.0% |
| 7D | -26.3% | +13.2% | -39.5% | -27.5% |
| 30D | -31.9% | -29.9% | -2.0% | -30.1% |
| 3M | -48.0% | -22.2% | -25.8% | -47.5% |
| 6M | -62.6% | -1.9% | -60.7% | -64.3% |
| YTD | -63.3% | +142.1% | -205.4% | -69.1% |
| 1Y | -58.4% | +151.5% | -209.9% | -65.2% |
| 3Y | -38.2% | +206.9% | -245.2% | -51.8% |
| 5Y | -11.1% | +58.2% | -69.3% | -28.0% |
| All | -37.6% | +689.3% | -726.9% | -59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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