+2,083.0%
PEP vs IONS
+440.4%
+1,642.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -1.4% | -4.8% | +3.5% | -1.2% |
| 30D | +0.2% | +7.2% | -7.0% | -0.1% |
| 3M | -1.1% | -22.7% | +21.6% | -0.2% |
| 6M | -13.5% | -26.9% | +13.4% | -12.6% |
| YTD | -1.2% | -26.6% | +25.4% | -0.2% |
| 1Y | -1.6% | -2.1% | +0.6% | -1.7% |
| 3Y | -12.5% | +43.4% | -56.0% | -14.7% |
| 5Y | +3.0% | +47.0% | -44.0% | -0.3% |
| 10Y | +73.9% | +97.2% | -23.3% | +64.1% |
| All | +2,083.0% | +440.4% | +1,642.6% | +1,682.1% |
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