+37.3%
PCAR vs IONS
-34.1%
+71.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -21.4% | +25.0% | +5.1% |
| 7D | +2.9% | -24.8% | +27.7% | +4.7% |
| 30D | -2.1% | -31.5% | +29.4% | +0.3% |
| 3M | -20.4% | -45.2% | +24.8% | -16.9% |
| 6M | -7.0% | -59.1% | +52.1% | -1.1% |
| YTD | -2.6% | -60.8% | +58.2% | +3.9% |
| 1Y | +9.8% | -57.9% | +67.6% | +16.3% |
| 3Y | +37.3% | -34.5% | +71.7% | +34.4% |
| All | +37.3% | -34.1% | +71.4% | +34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling