+47.7%
IONS vs PENG
+101.4%
-53.7%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.4% | -6.5% | -0.3% |
| 7D | -4.8% | +4.5% | -9.4% | -5.0% |
| 30D | +7.2% | -7.1% | +14.3% | +7.4% |
| 3M | -22.7% | -27.3% | +4.6% | -22.2% |
| 6M | -26.9% | +169.6% | -196.5% | -33.9% |
| YTD | -26.6% | +164.6% | -191.2% | -33.7% |
| 1Y | -2.1% | +109.5% | -111.6% | -10.5% |
| All | +47.7% | +101.4% | -53.7% | +27.2% |
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