+22.0%
PAYX vs IONS
+53.9%
-32.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.0% | +0.4% |
| 7D | -7.9% | -4.3% | -3.6% | -7.6% |
| 30D | -5.0% | +0.4% | -5.5% | -5.1% |
| 3M | +15.1% | -24.1% | +39.2% | +17.2% |
| 6M | +23.9% | -26.4% | +50.4% | +26.4% |
| YTD | +6.2% | -29.7% | +35.8% | +8.5% |
| 1Y | -9.6% | -13.0% | +3.4% | -9.6% |
| 3Y | +5.8% | +35.0% | -29.2% | -2.7% |
| 5Y | +22.0% | +54.2% | -32.2% | +6.8% |
| All | +22.0% | +53.9% | -32.0% | +6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling