-6.1%
PEG vs IONS
-62.4%
+56.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.6% | +4.3% | +0.8% |
| 7D | +2.3% | -29.6% | +31.9% | +3.0% |
| 30D | +6.1% | -35.6% | +41.7% | +7.4% |
| 3M | -0.5% | -51.7% | +51.2% | +2.5% |
| 6M | -3.2% | -64.0% | +60.8% | +1.3% |
| YTD | -4.4% | -65.5% | +61.1% | -0.2% |
| All | -6.1% | -62.4% | +56.3% | -4.8% |
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 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