+295.0%
PCAR vs IONS
-29.6%
+324.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.4% |
| 7D | +2.2% | -29.4% | +31.6% | +6.0% |
| 30D | +0.3% | -35.1% | +35.5% | +5.1% |
| 3M | -17.9% | -48.9% | +31.0% | -11.6% |
| 6M | -3.4% | -62.4% | +59.0% | +7.3% |
| YTD | -0.1% | -64.2% | +64.1% | +11.6% |
| 1Y | +13.4% | -60.9% | +74.3% | +25.2% |
| 3Y | +37.2% | -38.9% | +76.1% | +39.0% |
| 5Y | +117.3% | -15.6% | +132.9% | +105.3% |
| 10Y | +295.0% | -33.5% | +328.4% | +282.8% |
| All | +295.0% | -29.6% | +324.6% | +282.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling