-13.1%
PCOR vs IONS
-12.5%
-0.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -21.4% | +22.9% | +6.5% |
| 7D | +22.2% | -24.8% | +47.0% | +29.7% |
| 30D | +36.0% | -31.5% | +67.6% | +47.6% |
| 3M | +34.0% | -45.2% | +79.2% | +52.9% |
| 6M | +43.5% | -59.1% | +102.6% | +73.9% |
| YTD | +5.1% | -60.8% | +65.9% | +27.9% |
| 1Y | -3.9% | -57.9% | +53.9% | +14.0% |
| 3Y | +52.9% | -34.5% | +87.4% | +48.7% |
| 5Y | -18.7% | -8.8% | -9.8% | -35.3% |
| All | -13.1% | -12.5% | -0.7% | -31.6% |
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