-19.2%
IONS vs PFG
+203.0%
-222.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +4.0% | -25.4% | -22.6% |
| 7D | -24.8% | +2.3% | -27.1% | -25.6% |
| 30D | -31.5% | +7.6% | -39.1% | -33.3% |
| 3M | -45.2% | +2.5% | -47.7% | -46.0% |
| 6M | -59.1% | +16.6% | -75.7% | -61.5% |
| YTD | -60.8% | +34.1% | -94.9% | -64.8% |
| 1Y | -57.9% | +44.1% | -101.9% | -63.1% |
| 3Y | -34.5% | +86.3% | -120.7% | -48.1% |
| 5Y | -8.8% | +101.6% | -110.4% | -31.2% |
| 10Y | -19.2% | +197.9% | -217.1% | -54.1% |
| All | -19.2% | +203.0% | -222.2% | -54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling