+148.7%
PEG vs IONS
+84.6%
+64.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.2% |
| 7D | -0.1% | -8.7% | +8.6% | +0.6% |
| 30D | -1.7% | -1.6% | -0.1% | -1.7% |
| 3M | -6.8% | -24.9% | +18.1% | -5.1% |
| 6M | -11.4% | -25.7% | +14.3% | -9.7% |
| YTD | -7.2% | -29.2% | +22.0% | -5.3% |
| 1Y | -6.1% | -13.0% | +6.9% | -5.7% |
| 3Y | +31.8% | +35.9% | -4.2% | +25.4% |
| 5Y | +35.6% | +54.5% | -18.9% | +25.9% |
| 10Y | +148.7% | +93.1% | +55.6% | +134.0% |
| All | +148.7% | +84.6% | +64.1% | +134.0% |
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