-14.4%
PCOR vs IONS
+11.3%
-25.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.8% |
| 7D | +22.7% | -9.4% | +32.1% | +25.7% |
| 30D | +37.5% | -10.7% | +48.2% | +41.2% |
| 3M | +35.2% | -27.7% | +62.9% | +45.6% |
| 6M | +42.2% | -48.7% | +90.9% | +64.9% |
| YTD | +3.6% | -50.2% | +53.7% | +20.0% |
| 1Y | -4.8% | -46.8% | +42.0% | +8.0% |
| 3Y | +48.3% | -14.8% | +63.2% | +36.2% |
| 5Y | -20.1% | +17.0% | -37.1% | -39.6% |
| All | -14.4% | +11.3% | -25.7% | -35.8% |
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