+364.4%
PCAR vs IONS
+96.6%
+267.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | -0.5% | -4.8% | +4.3% | +0.1% |
| 30D | -6.2% | +7.2% | -13.4% | -7.2% |
| 3M | +5.9% | -22.7% | +28.6% | +8.6% |
| 6M | +0.4% | -26.9% | +27.3% | +3.6% |
| YTD | +14.8% | -26.6% | +41.4% | +18.4% |
| 1Y | +30.1% | -2.1% | +32.2% | +28.9% |
| 3Y | +66.7% | +43.4% | +23.2% | +52.2% |
| 5Y | +166.1% | +47.0% | +119.1% | +136.6% |
| All | +364.4% | +96.6% | +267.8% | +271.9% |
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 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