+72.9%
PBR vs IONS
-44.5%
+117.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.7% | -6.3% | -7.0% |
| 7D | -11.0% | -10.6% | -0.4% | -11.5% |
| 30D | -18.8% | -7.7% | -11.1% | -19.0% |
| 3M | +7.8% | -27.1% | +34.9% | +6.4% |
| 6M | -7.6% | -46.8% | +39.2% | -8.1% |
| YTD | +72.7% | -49.2% | +121.9% | +72.1% |
| 1Y | +72.9% | -44.9% | +117.9% | +71.9% |
| All | +72.9% | -44.5% | +117.5% | +71.9% |
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