+45.5%
PBR vs IONS
-61.6%
+107.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.6% | +5.2% | +1.5% |
| 7D | -3.7% | -29.6% | +25.9% | -4.5% |
| 30D | -29.0% | -35.6% | +6.5% | -29.9% |
| 3M | +4.9% | -51.7% | +56.6% | +2.1% |
| 6M | -8.4% | -64.0% | +55.6% | -10.1% |
| YTD | +59.4% | -65.5% | +124.8% | +56.6% |
| 1Y | +45.5% | -62.4% | +107.9% | +42.7% |
| All | +45.5% | -61.6% | +107.1% | +42.7% |
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