+469.6%
PBR vs IONS
-16.3%
+485.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -9.1% | +8.7% | +0.2% |
| 7D | -13.3% | -30.3% | +17.0% | -11.3% |
| 30D | -27.7% | -37.7% | +10.0% | -25.6% |
| 3M | +2.7% | -50.5% | +53.1% | +7.3% |
| 6M | -6.7% | -62.8% | +56.0% | -0.7% |
| YTD | +60.9% | -64.4% | +125.3% | +71.8% |
| 1Y | +46.6% | -59.5% | +106.1% | +54.5% |
| 3Y | +69.1% | -39.2% | +108.2% | +67.4% |
| 5Y | +469.6% | -15.3% | +485.0% | +450.9% |
| All | +469.6% | -16.3% | +485.9% | +450.9% |
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 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