+12.8%
PG vs IONS
+53.9%
-41.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | -2.7% | -4.3% | +1.6% | -2.5% |
| 30D | -1.5% | +0.4% | -2.0% | -1.6% |
| 3M | -3.4% | -24.1% | +20.7% | -2.4% |
| 6M | -7.0% | -26.4% | +19.5% | -5.9% |
| YTD | +2.0% | -29.7% | +31.6% | +3.3% |
| 1Y | -6.5% | -13.0% | +6.6% | -6.0% |
| 3Y | +1.2% | +35.0% | -33.9% | -1.3% |
| 5Y | +12.8% | +54.2% | -41.4% | +11.3% |
| All | +12.8% | +53.9% | -41.2% | +11.3% |
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