-23.1%
PFE vs IONS
-14.9%
-8.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.3% |
| 7D | -3.0% | -29.4% | +26.5% | +0.3% |
| 30D | +5.2% | -35.1% | +40.3% | +9.7% |
| 3M | +12.2% | -48.9% | +61.1% | +19.9% |
| 6M | +17.8% | -62.4% | +80.2% | +29.1% |
| YTD | +26.2% | -64.2% | +90.4% | +38.9% |
| 1Y | +23.2% | -60.9% | +84.1% | +34.3% |
| 3Y | +21.3% | -38.9% | +60.2% | +22.2% |
| 5Y | -23.1% | -15.6% | -7.5% | -21.7% |
| All | -23.1% | -14.9% | -8.2% | -21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling