+48.9%
PCOR vs IONS
-17.7%
+66.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +0.4% |
| 7D | +23.7% | -12.6% | +36.3% | +25.6% |
| 30D | +39.0% | -11.8% | +50.8% | +41.0% |
| 3M | +35.8% | -28.4% | +64.2% | +40.7% |
| 6M | +38.2% | -48.4% | +86.7% | +48.4% |
| YTD | +3.9% | -51.0% | +54.9% | +11.9% |
| 1Y | +5.7% | -48.0% | +53.7% | +12.4% |
| All | +48.9% | -17.7% | +66.6% | +36.8% |
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 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