-59.5%
IONS vs PENG
+103.2%
-162.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -2.3% | -6.7% | -9.0% |
| 7D | -30.3% | -16.1% | -14.2% | -30.0% |
| 30D | -37.7% | -41.5% | +3.7% | -37.2% |
| 3M | -50.5% | -19.1% | -31.4% | -50.3% |
| 6M | -62.8% | +0.9% | -63.7% | -63.9% |
| YTD | -64.4% | +128.2% | -192.6% | -68.6% |
| 1Y | -59.5% | +98.6% | -158.0% | -63.6% |
| All | -59.5% | +103.2% | -162.6% | -63.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling