-8.3%
PEG vs IONS
-13.5%
+5.2%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | -0.9% | -4.3% | +3.4% | -0.6% |
| 30D | -2.8% | +0.4% | -3.2% | -2.9% |
| 3M | -6.9% | -24.1% | +17.2% | -5.6% |
| 6M | -11.4% | -26.4% | +15.0% | -10.0% |
| YTD | -7.4% | -29.7% | +22.3% | -5.9% |
| 1Y | -8.3% | -13.0% | +4.8% | -9.0% |
| All | -8.3% | -13.5% | +5.2% | -9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling