+15.2%
IONS vs PENG
+31.0%
-15.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -23.0% | +19.7% | -1.3% |
| 7D | -12.6% | -36.7% | +24.1% | -9.3% |
| 30D | -11.8% | -42.0% | +30.2% | -8.2% |
| 3M | -28.4% | -33.2% | +4.8% | -26.6% |
| 6M | -48.4% | +2.1% | -50.6% | -51.2% |
| YTD | -51.0% | +90.3% | -141.2% | -57.5% |
| 1Y | -48.0% | +67.7% | -115.7% | -54.4% |
| 3Y | -17.8% | +154.2% | -172.0% | -35.1% |
| 5Y | +15.2% | +28.3% | -13.1% | -6.1% |
| All | +15.2% | +31.0% | -15.8% | -6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling