+240.3%
PBF vs IONS
-27.6%
+267.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -9.1% | +3.8% | -3.3% |
| 7D | -15.3% | -30.3% | +15.0% | -9.2% |
| 30D | -21.8% | -37.7% | +16.0% | -14.2% |
| 3M | -0.2% | -50.5% | +50.3% | +14.5% |
| 6M | +63.6% | -62.8% | +126.4% | +97.1% |
| YTD | +147.5% | -64.4% | +211.9% | +199.3% |
| 1Y | +69.8% | -59.5% | +129.3% | +98.4% |
| 3Y | +65.3% | -39.2% | +104.5% | +65.3% |
| 5Y | +393.4% | -15.3% | +408.7% | +322.5% |
| 10Y | +240.3% | -31.2% | +271.5% | +196.2% |
| All | +240.3% | -27.6% | +267.9% | +196.2% |
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