+1,573.8%
PBR vs IONS
+369.4%
+1,204.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | +8.6% | -4.8% | +13.4% | +9.4% |
| 30D | +12.8% | +7.2% | +5.6% | +11.3% |
| 3M | +14.7% | -22.7% | +37.4% | +18.4% |
| 6M | +25.2% | -26.9% | +52.1% | +30.0% |
| YTD | +77.1% | -26.6% | +103.7% | +83.7% |
| 1Y | +69.6% | -2.1% | +71.7% | +67.1% |
| 3Y | +95.6% | +43.4% | +52.1% | +74.1% |
| 5Y | +501.8% | +47.0% | +454.8% | +418.1% |
| 10Y | +640.6% | +97.2% | +543.4% | +473.4% |
| All | +1,573.8% | +369.4% | +1,204.4% | +663.4% |
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