-59.5%
IONS vs PFG
+44.5%
-103.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +0.5% | -9.6% | -9.0% |
| 7D | -30.3% | +3.0% | -33.2% | -29.7% |
| 30D | -37.7% | +8.2% | -45.9% | -37.3% |
| 3M | -50.5% | +2.7% | -53.2% | -50.1% |
| 6M | -62.8% | +17.2% | -80.0% | -63.9% |
| YTD | -64.4% | +34.8% | -99.1% | -66.8% |
| 1Y | -59.5% | +43.6% | -103.0% | -62.5% |
| All | -59.5% | +44.5% | -103.9% | -62.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling