-48.4%
IONS vs PENG
+10.2%
-58.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -23.0% | +19.7% | -3.1% |
| 7D | -12.6% | -36.7% | +24.1% | -12.4% |
| 30D | -11.8% | -42.0% | +30.2% | -11.7% |
| 3M | -28.4% | -33.2% | +4.8% | -28.2% |
| 6M | -48.4% | +2.1% | -50.6% | -47.5% |
| All | -48.4% | +10.2% | -58.7% | -47.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling