+2,928.1%
PEG vs IONS
+188.4%
+2,739.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -21.4% | +24.7% | +4.2% |
| 7D | +0.9% | -24.8% | +25.7% | +1.9% |
| 30D | +3.8% | -31.5% | +35.3% | +5.2% |
| 3M | +0.1% | -45.2% | +45.3% | +2.3% |
| 6M | -1.0% | -59.1% | +58.1% | +2.3% |
| YTD | -4.1% | -60.8% | +56.7% | -0.9% |
| 1Y | -6.9% | -57.9% | +51.0% | -4.0% |
| 3Y | +35.6% | -34.5% | +70.1% | +36.2% |
| 5Y | +42.8% | -8.8% | +51.6% | +40.6% |
| 10Y | +160.2% | -19.2% | +179.4% | +154.0% |
| All | +2,928.1% | +188.4% | +2,739.7% | +2,640.0% |
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 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