+26.8%
PL vs IONS
-8.6%
+35.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +1.6% | +8.8% | +9.9% |
| 7D | -6.8% | -9.4% | +2.6% | -3.8% |
| 30D | -29.3% | -10.7% | -18.6% | -26.7% |
| 3M | -44.8% | -27.7% | -17.1% | -39.1% |
| 6M | -68.4% | -48.7% | -19.7% | -62.0% |
| YTD | -36.4% | -50.2% | +13.8% | -23.1% |
| 1Y | +0.7% | -46.8% | +47.5% | +19.3% |
| 3Y | +455.3% | -14.8% | +470.2% | +432.2% |
| 5Y | +22.7% | +17.0% | +5.7% | -2.2% |
| All | +26.8% | -8.6% | +35.4% | +1.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling