-14.1%
PCOR vs IONS
+13.4%
-27.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.7% | -0.7% | +20.3% | +19.8% |
| 7D | +21.8% | -10.6% | +32.4% | +25.2% |
| 30D | +39.5% | -7.7% | +47.2% | +42.1% |
| 3M | +35.2% | -27.1% | +62.3% | +45.4% |
| 6M | +21.7% | -46.8% | +68.5% | +39.8% |
| YTD | +3.9% | -49.2% | +53.2% | +19.9% |
| 1Y | +6.9% | -44.9% | +51.9% | +20.0% |
| 3Y | +44.8% | -14.9% | +59.7% | +33.4% |
| 5Y | -21.9% | +15.9% | -37.9% | -40.8% |
| All | -14.1% | +13.4% | -27.5% | -35.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling