+320.4%
PBF vs IONS
+93.0%
+227.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | +4.3% | -4.8% | +9.1% | +5.5% |
| 30D | +22.0% | +7.2% | +14.8% | +19.7% |
| 3M | +74.5% | -22.7% | +97.2% | +82.1% |
| 6M | +67.7% | -26.9% | +94.6% | +76.2% |
| YTD | +179.2% | -26.6% | +205.8% | +192.6% |
| 1Y | +170.0% | -2.1% | +172.1% | +160.9% |
| 3Y | +66.4% | +43.4% | +22.9% | +37.0% |
| 5Y | +764.5% | +47.0% | +717.5% | +570.0% |
| All | +320.4% | +93.0% | +227.4% | +177.0% |
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