+177.3%
PBF vs IONS
-7.3%
+184.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.4% | +5.6% | +2.9% |
| 7D | +2.4% | -5.3% | +7.7% | +1.5% |
| 30D | +24.9% | +0.3% | +24.6% | +25.1% |
| 3M | +81.9% | -22.9% | +104.7% | +80.2% |
| 6M | +79.4% | -23.4% | +102.8% | +77.5% |
| YTD | +188.3% | -28.3% | +216.6% | +187.6% |
| 1Y | +177.3% | -7.0% | +184.3% | +152.9% |
| All | +177.3% | -7.3% | +184.6% | +152.9% |
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