+718.6%
PBF vs IONS
+47.7%
+670.9%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | +4.3% | -4.8% | +9.1% | +4.9% |
| 30D | +22.0% | +7.2% | +14.8% | +20.7% |
| 3M | +74.5% | -22.7% | +97.2% | +79.0% |
| 6M | +67.7% | -26.9% | +94.6% | +73.0% |
| YTD | +179.2% | -26.6% | +205.8% | +187.5% |
| 1Y | +170.0% | -2.1% | +172.1% | +162.8% |
| 3Y | +66.4% | +43.4% | +22.9% | +44.3% |
| All | +718.6% | +47.7% | +670.9% | +645.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling