+54.7%
IONS vs PENG
+115.2%
-60.5%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.4% | -6.5% | -0.7% |
| 7D | -4.8% | +4.5% | -9.4% | -5.3% |
| 30D | +7.2% | -7.1% | +14.3% | +7.7% |
| 3M | -22.7% | -27.3% | +4.6% | -21.8% |
| 6M | -26.9% | +169.6% | -196.5% | -38.2% |
| YTD | -26.6% | +164.6% | -191.2% | -38.1% |
| 1Y | -2.1% | +109.5% | -111.6% | -15.5% |
| 3Y | +43.4% | +98.9% | -55.5% | +16.9% |
| All | +54.7% | +115.2% | -60.5% | +28.1% |
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