+33.5%
PEG vs IONS
+39.5%
-6.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | +0.8% |
| 7D | +1.0% | -5.3% | +6.3% | +1.2% |
| 30D | -1.9% | +0.3% | -2.1% | -1.9% |
| 3M | -3.7% | -22.9% | +19.2% | -2.8% |
| 6M | -9.4% | -23.4% | +14.0% | -8.7% |
| YTD | -6.0% | -28.3% | +22.3% | -5.0% |
| 1Y | -4.4% | -7.0% | +2.7% | -4.2% |
| 3Y | +33.5% | +37.6% | -4.1% | +30.7% |
| All | +33.5% | +39.5% | -6.0% | +30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling