+330.8%
PBF vs IONS
+505.1%
-174.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | +4.3% | -4.8% | +9.1% | +5.2% |
| 30D | +22.0% | +7.2% | +14.8% | +20.3% |
| 3M | +74.5% | -22.7% | +97.2% | +80.3% |
| 6M | +67.7% | -26.9% | +94.6% | +74.2% |
| YTD | +179.2% | -26.6% | +205.8% | +189.4% |
| 1Y | +170.0% | -2.1% | +172.1% | +164.0% |
| 3Y | +66.4% | +43.4% | +22.9% | +45.8% |
| 5Y | +764.5% | +47.0% | +717.5% | +630.3% |
| 10Y | +358.5% | +97.2% | +261.3% | +266.9% |
| All | +330.8% | +505.1% | -174.3% | +214.9% |
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 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