+19.3%
PH vs IONS
-44.5%
+63.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -3.0% | -3.6% |
| 7D | -0.2% | -10.6% | +10.4% | +0.8% |
| 30D | -6.7% | -7.7% | +1.0% | -6.1% |
| 3M | -8.1% | -27.1% | +19.0% | -5.4% |
| 6M | +5.3% | -46.8% | +52.1% | +9.1% |
| YTD | +4.2% | -49.2% | +53.4% | +9.3% |
| 1Y | +19.3% | -44.9% | +64.3% | +24.2% |
| All | +19.3% | -44.5% | +63.9% | +24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling