+2,847.6%
PEG vs IONS
+440.4%
+2,407.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | -0.1% | -0.1% |
| 7D | +0.7% | -4.8% | +5.5% | +0.9% |
| 30D | -2.4% | +7.2% | -9.6% | -2.7% |
| 3M | -4.8% | -22.7% | +17.9% | -4.0% |
| 6M | -10.7% | -26.9% | +16.2% | -9.8% |
| YTD | -6.7% | -26.6% | +19.9% | -5.8% |
| 1Y | -6.8% | -2.1% | -4.7% | -7.1% |
| 3Y | +34.5% | +43.4% | -9.0% | +31.0% |
| 5Y | +35.8% | +47.0% | -11.2% | +31.3% |
| 10Y | +141.7% | +97.2% | +44.6% | +128.0% |
| All | +2,847.6% | +440.4% | +2,407.2% | +2,505.0% |
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