-0.4%
PL vs IONS
-44.5%
+44.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.7% | -5.7% | -6.2% |
| 7D | -11.7% | -10.6% | -1.1% | -8.6% |
| 30D | -27.1% | -7.7% | -19.4% | -25.2% |
| 3M | -44.6% | -27.1% | -17.5% | -39.2% |
| 6M | -67.2% | -46.8% | -20.4% | -62.4% |
| YTD | -35.9% | -49.2% | +13.4% | -24.5% |
| 1Y | -0.4% | -44.9% | +44.5% | +16.1% |
| All | -0.4% | -44.5% | +44.2% | +16.1% |
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