+294.0%
PCAR vs IONS
+17.3%
+276.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.6% | -4.0% | -2.6% |
| 7D | +0.1% | -9.4% | +9.5% | +1.3% |
| 30D | -4.6% | -10.7% | +6.2% | -3.3% |
| 3M | -22.6% | -27.7% | +5.1% | -19.6% |
| 6M | -12.0% | -48.7% | +36.7% | -5.1% |
| YTD | -6.1% | -50.2% | +44.1% | +1.5% |
| 1Y | +6.3% | -46.8% | +53.1% | +13.8% |
| 3Y | +31.8% | -14.8% | +46.6% | +29.0% |
| 5Y | +104.2% | +17.0% | +87.2% | +86.1% |
| All | +294.0% | +17.3% | +276.7% | +243.5% |
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