+250.9%
PBF vs IONS
-32.1%
+283.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.4% | -6.0% | -0.9% |
| 7D | +6.5% | -26.3% | +32.7% | +12.6% |
| 30D | -20.0% | -31.9% | +12.0% | -14.0% |
| 3M | -3.3% | -48.0% | +44.7% | +9.7% |
| 6M | +76.8% | -62.6% | +139.4% | +112.7% |
| YTD | +168.9% | -63.3% | +232.2% | +222.7% |
| 1Y | +96.4% | -58.4% | +154.7% | +127.9% |
| 3Y | +77.2% | -38.2% | +115.4% | +76.7% |
| 5Y | +417.7% | -11.1% | +428.8% | +337.7% |
| All | +250.9% | -32.1% | +283.0% | +220.5% |
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