+14.6%
PHM vs IONS
-44.5%
+59.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.7% | +7.8% | +7.2% |
| 7D | +13.6% | -10.6% | +24.2% | +14.8% |
| 30D | +19.3% | -7.7% | +27.0% | +20.1% |
| 3M | +3.5% | -27.1% | +30.6% | +6.8% |
| 6M | +18.6% | -46.8% | +65.4% | +24.0% |
| YTD | +16.7% | -49.2% | +66.0% | +23.4% |
| 1Y | +14.6% | -44.9% | +59.5% | +18.5% |
| All | +14.6% | -44.5% | +59.2% | +18.5% |
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