+34.8%
IONS vs PSLV
+165.1%
-130.3%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.3% | +4.6% | -0.2% |
| 7D | -4.3% | -4.9% | +0.6% | -3.9% |
| 30D | +0.4% | -1.9% | +2.3% | +0.5% |
| 3M | -24.1% | +4.2% | -28.3% | -24.5% |
| 6M | -26.4% | -27.6% | +1.1% | -24.5% |
| YTD | -29.7% | -11.7% | -18.0% | -29.8% |
| 1Y | -13.0% | +49.3% | -62.4% | -19.0% |
| All | +34.8% | +165.1% | -130.3% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 3y: compounded portfolio wealth divided by compounded PSLV 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…
3y analysis · Full analysis span regression · 6 months rolling