+2,914.0%
PEG vs IONS
+162.2%
+2,751.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -9.1% | +8.6% | -0.1% |
| 7D | +2.6% | -30.3% | +32.8% | +3.9% |
| 30D | +3.3% | -37.7% | +41.1% | +5.1% |
| 3M | +1.1% | -50.5% | +51.6% | +3.8% |
| 6M | -1.4% | -62.8% | +61.3% | +2.2% |
| YTD | -4.6% | -64.4% | +59.8% | -1.0% |
| 1Y | -7.2% | -59.5% | +52.3% | -4.2% |
| 3Y | +33.7% | -39.2% | +72.9% | +34.7% |
| 5Y | +40.8% | -15.3% | +56.2% | +39.1% |
| 10Y | +162.8% | -31.2% | +194.0% | +158.1% |
| All | +2,914.0% | +162.2% | +2,751.8% | +2,637.2% |
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