-39.1%
IONS vs PENG
+720.8%
-760.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.3% | -9.8% | -0.6% |
| 7D | -29.4% | +1.9% | -31.3% | -30.0% |
| 30D | -35.1% | -37.8% | +2.7% | -32.5% |
| 3M | -48.9% | -14.1% | -34.8% | -48.9% |
| 6M | -62.4% | +13.1% | -75.5% | -64.7% |
| YTD | -64.2% | +151.8% | -216.0% | -70.0% |
| 1Y | -60.9% | +136.0% | -196.9% | -67.0% |
| 3Y | -38.9% | +217.9% | -256.8% | -52.5% |
| 5Y | -15.6% | +64.1% | -79.7% | -31.8% |
| All | -39.1% | +720.8% | -760.0% | -60.5% |
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