-14.8%
IONS vs PENG
+184.4%
-199.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +12.4% | -10.8% | +0.8% |
| 7D | -9.4% | -19.4% | +10.0% | -8.4% |
| 30D | -10.7% | -42.4% | +31.7% | -8.1% |
| 3M | -27.7% | -25.6% | -2.0% | -26.9% |
| 6M | -48.7% | +7.3% | -56.0% | -51.3% |
| YTD | -50.2% | +113.9% | -164.0% | -56.7% |
| 1Y | -46.8% | +93.6% | -140.4% | -53.4% |
| 3Y | -14.8% | +170.2% | -185.1% | -34.3% |
| All | -14.8% | +184.4% | -199.2% | -34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling