+31,417.4%
PAYX vs IONS
+417.7%
+30,999.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +17.3% |
| 6M | +23.9% | -26.4% | +50.4% | +26.6% |
| YTD | +6.2% | -29.7% | +35.8% | +8.7% |
| 1Y | -9.6% | -13.0% | +3.4% | -9.3% |
| 3Y | +5.8% | +35.0% | -29.2% | +0.1% |
| 5Y | +22.0% | +54.2% | -32.2% | +12.7% |
| 10Y | +165.1% | +91.8% | +73.3% | +133.2% |
| All | +31,417.4% | +417.7% | +30,999.7% | +20,380.8% |
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 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