+1,248.2%
PANW vs IONS
+87.6%
+1,160.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.6% | +0.3% | -1.8% |
| 7D | -0.8% | -6.7% | +5.9% | +0.5% |
| 30D | -14.6% | -4.1% | -10.5% | -14.1% |
| 3M | +18.3% | -26.6% | +44.9% | +23.4% |
| 6M | +100.5% | -27.5% | +128.0% | +109.3% |
| YTD | +79.5% | -31.5% | +111.0% | +88.9% |
| 1Y | +66.7% | -15.3% | +82.1% | +67.3% |
| 3Y | +161.2% | +31.3% | +129.9% | +126.9% |
| 5Y | +322.2% | +50.2% | +272.0% | +244.4% |
| All | +1,248.2% | +87.6% | +1,160.6% | +936.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 10y: compounded portfolio wealth divided by compounded IONS 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…
10y analysis · Full analysis span regression · 6 months rolling