+85.2%
IONS vs PFG
+960.1%
-875.0%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +2.1% |
| 7D | -9.4% | -0.6% | -8.8% | -9.3% |
| 30D | -10.7% | +2.0% | -12.7% | -11.4% |
| 3M | -27.7% | -3.2% | -24.5% | -27.3% |
| 6M | -48.7% | +10.9% | -59.6% | -50.8% |
| YTD | -50.2% | +28.8% | -79.0% | -54.5% |
| 1Y | -46.8% | +39.2% | -86.0% | -52.7% |
| 3Y | -14.8% | +75.0% | -89.9% | -30.6% |
| 5Y | +17.0% | +91.9% | -74.9% | -9.2% |
| 10Y | +45.3% | +202.3% | -157.0% | -9.1% |
| All | +85.2% | +960.1% | -875.0% | -13.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling