+113.3%
PCAR vs IONS
-16.3%
+129.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -9.1% | +9.2% | +0.9% |
| 7D | +3.8% | -30.3% | +34.1% | +6.6% |
| 30D | -2.0% | -37.7% | +35.8% | +1.8% |
| 3M | -19.1% | -50.5% | +31.4% | -14.3% |
| 6M | -6.8% | -62.8% | +56.0% | +0.9% |
| YTD | -2.5% | -64.4% | +61.9% | +6.0% |
| 1Y | +9.7% | -59.5% | +69.1% | +17.6% |
| 3Y | +34.0% | -39.2% | +73.1% | +34.3% |
| 5Y | +113.3% | -15.3% | +128.7% | +106.4% |
| All | +113.3% | -16.3% | +129.7% | +106.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling