+54.2%
IONS vs PSLV
+148.4%
-94.2%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.3% | +4.6% | -0.1% |
| 7D | -4.3% | -4.9% | +0.6% | -3.7% |
| 30D | +0.4% | -1.9% | +2.3% | +0.5% |
| 3M | -24.1% | +4.2% | -28.3% | -24.7% |
| 6M | -26.4% | -27.6% | +1.1% | -23.8% |
| YTD | -29.7% | -11.7% | -18.0% | -30.5% |
| 1Y | -13.0% | +49.3% | -62.4% | -22.1% |
| 3Y | +35.0% | +167.1% | -132.1% | +6.9% |
| 5Y | +54.2% | +151.7% | -97.5% | +22.0% |
| All | +54.2% | +148.4% | -94.2% | +22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling