+69.8%
PBF vs IONS
-59.8%
+129.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -9.1% | +3.8% | -6.5% |
| 7D | -15.3% | -30.3% | +15.0% | -19.5% |
| 30D | -21.8% | -37.7% | +16.0% | -27.0% |
| 3M | -0.2% | -50.5% | +50.3% | -9.7% |
| 6M | +63.6% | -62.8% | +126.4% | +46.2% |
| YTD | +147.5% | -64.4% | +211.9% | +122.3% |
| 1Y | +69.8% | -59.5% | +129.3% | +41.5% |
| All | +69.8% | -59.8% | +129.6% | +41.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling