+60.6%
PFE vs IONS
+17.3%
+43.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -1.8% |
| 7D | -3.7% | -9.4% | +5.7% | -2.6% |
| 30D | +5.0% | -10.7% | +15.7% | +6.3% |
| 3M | +12.2% | -27.7% | +39.8% | +16.4% |
| 6M | +14.6% | -48.7% | +63.3% | +23.2% |
| YTD | +24.1% | -50.2% | +74.3% | +33.7% |
| 1Y | +26.6% | -46.8% | +73.4% | +35.2% |
| 3Y | +14.3% | -14.8% | +29.2% | +12.5% |
| 5Y | -21.9% | +17.0% | -38.9% | -27.4% |
| All | +60.6% | +17.3% | +43.3% | +36.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling