+293.0%
PCAR vs IONS
-5.7%
+298.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -21.4% | +25.0% | +6.2% |
| 7D | +2.9% | -24.8% | +27.7% | +6.0% |
| 30D | -2.1% | -31.5% | +29.4% | +1.9% |
| 3M | -20.4% | -45.2% | +24.8% | -14.9% |
| 6M | -7.0% | -59.1% | +52.1% | +2.4% |
| YTD | -2.6% | -60.8% | +58.2% | +7.7% |
| 1Y | +9.8% | -57.9% | +67.6% | +20.2% |
| 3Y | +37.3% | -34.5% | +71.7% | +38.1% |
| 5Y | +116.4% | -8.8% | +125.3% | +102.7% |
| 10Y | +293.0% | -19.2% | +312.2% | +274.0% |
| All | +293.0% | -5.7% | +298.6% | +274.0% |
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