-15.3%
IONS vs PENG
+597.2%
-612.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +12.4% | -10.8% | +0.3% |
| 7D | -9.4% | -19.4% | +10.0% | -7.7% |
| 30D | -10.7% | -42.4% | +31.7% | -6.1% |
| 3M | -27.7% | -25.6% | -2.0% | -26.4% |
| 6M | -48.7% | +7.3% | -56.0% | -51.6% |
| YTD | -50.2% | +113.9% | -164.0% | -57.4% |
| 1Y | -46.8% | +93.6% | -140.4% | -54.0% |
| 3Y | -14.8% | +170.2% | -185.1% | -32.5% |
| 5Y | +17.0% | +44.2% | -27.2% | -4.0% |
| All | -15.3% | +597.2% | -612.5% | -43.9% |
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