+520.5%
IONS vs PSLV
+115.4%
+405.1%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.6% | -2.3% |
| 7D | -5.3% | +2.7% | -8.0% | -5.6% |
| 30D | +0.3% | +3.5% | -3.2% | -0.1% |
| 3M | -22.9% | +0.3% | -23.2% | -23.1% |
| 6M | -23.4% | -21.0% | -2.4% | -22.0% |
| YTD | -28.3% | -8.9% | -19.4% | -28.8% |
| 1Y | -7.0% | +54.0% | -61.0% | -13.0% |
| 3Y | +37.6% | +175.4% | -137.8% | +20.5% |
| 5Y | +53.4% | +157.7% | -104.3% | +34.5% |
| 10Y | +83.9% | +184.9% | -101.0% | +56.6% |
| All | +520.5% | +115.4% | +405.1% | +460.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling