-58.4%
IONS vs PENG
+130.4%
-188.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -5.5% | +11.9% | +6.4% |
| 7D | -26.3% | +13.2% | -39.5% | -26.4% |
| 30D | -31.9% | -29.9% | -2.0% | -31.5% |
| 3M | -48.0% | -22.2% | -25.8% | -47.9% |
| 6M | -62.6% | -1.9% | -60.7% | -63.5% |
| YTD | -63.3% | +142.1% | -205.4% | -67.9% |
| 1Y | -58.4% | +151.5% | -209.9% | -63.7% |
| All | -58.4% | +130.4% | -188.7% | -63.7% |
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