-41.4%
PCOR vs IONS
+47.7%
-89.1%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.2% | -4.2% |
| 7D | -9.0% | -4.8% | -4.1% | -7.9% |
| 30D | +4.2% | +7.2% | -3.0% | +2.0% |
| 3M | +14.4% | -22.7% | +37.1% | +20.2% |
| 6M | +0.2% | -26.9% | +27.1% | +6.5% |
| YTD | -20.3% | -26.6% | +6.3% | -15.8% |
| 1Y | -16.1% | -2.1% | -14.0% | -19.4% |
| 3Y | -14.7% | +43.4% | -58.1% | -33.4% |
| All | -41.4% | +47.7% | -89.1% | -57.4% |
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