+3,284.0%
PG vs IONS
+427.5%
+2,856.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.5% |
| 7D | -0.4% | -5.3% | +4.9% | -0.2% |
| 30D | -0.1% | +0.3% | -0.4% | -0.2% |
| 3M | +1.1% | -22.9% | +24.0% | +2.0% |
| 6M | -3.8% | -23.4% | +19.6% | -2.9% |
| YTD | +3.8% | -28.3% | +32.2% | +5.1% |
| 1Y | -5.8% | -7.0% | +1.3% | -5.8% |
| 3Y | +3.0% | +37.6% | -34.6% | +0.3% |
| 5Y | +14.5% | +53.4% | -38.9% | +10.1% |
| 10Y | +117.8% | +83.9% | +33.8% | +103.9% |
| All | +3,284.0% | +427.5% | +2,856.5% | +2,556.8% |
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