-78.0%
PATH vs IONS
+42.1%
-120.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.1% | -16.6% | -16.6% |
| 7D | -16.3% | -4.8% | -11.5% | -15.0% |
| 30D | +9.9% | +7.2% | +2.7% | +7.0% |
| 3M | +30.2% | -22.7% | +52.8% | +37.9% |
| 6M | +37.2% | -26.9% | +64.1% | +47.6% |
| YTD | -7.3% | -26.6% | +19.2% | -0.5% |
| 1Y | +40.0% | -2.1% | +42.1% | +34.1% |
| 3Y | -4.4% | +43.4% | -47.8% | -29.0% |
| 5Y | -76.0% | +47.0% | -123.0% | -83.3% |
| All | -78.0% | +42.1% | -120.0% | -83.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling