+289.8%
PBF vs IONS
+310.6%
-20.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -1.9% |
| 7D | -13.8% | -9.4% | -4.3% | -12.2% |
| 30D | -19.6% | -10.7% | -8.9% | -18.2% |
| 3M | +10.3% | -27.7% | +37.9% | +16.0% |
| 6M | +63.4% | -48.7% | +112.1% | +80.6% |
| YTD | +152.6% | -50.2% | +202.8% | +179.2% |
| 1Y | +87.4% | -46.8% | +134.2% | +104.1% |
| 3Y | +63.3% | -14.8% | +78.1% | +57.2% |
| 5Y | +412.5% | +17.0% | +395.5% | +348.5% |
| 10Y | +282.5% | +45.3% | +237.2% | +223.6% |
| All | +289.8% | +310.6% | -20.8% | +203.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling