+287.1%
PCAR vs IONS
-32.1%
+319.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.4% | -6.1% | -0.4% |
| 7D | +4.9% | -26.3% | +31.2% | +8.2% |
| 30D | -1.4% | -31.9% | +30.5% | +2.6% |
| 3M | -18.1% | -48.0% | +29.9% | -12.0% |
| 6M | -4.0% | -62.6% | +58.5% | +6.8% |
| YTD | -1.5% | -63.3% | +61.8% | +9.7% |
| 1Y | +13.2% | -58.4% | +71.6% | +24.0% |
| 3Y | +35.8% | -38.2% | +74.0% | +37.5% |
| 5Y | +114.6% | -11.1% | +125.7% | +101.2% |
| All | +287.1% | -32.1% | +319.2% | +275.3% |
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