+192.8%
PM vs IONS
+98.1%
+94.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -1.9% |
| 7D | -4.9% | -4.8% | 0.0% | -4.5% |
| 30D | -3.4% | +7.2% | -10.6% | -4.0% |
| 3M | +5.2% | -22.7% | +27.9% | +7.1% |
| 6M | +3.7% | -26.9% | +30.6% | +6.0% |
| YTD | +15.8% | -26.6% | +42.3% | +18.2% |
| 1Y | +17.4% | -2.1% | +19.5% | +16.7% |
| 3Y | +116.9% | +43.4% | +73.5% | +104.4% |
| 5Y | +117.3% | +47.0% | +70.3% | +100.9% |
| All | +192.8% | +98.1% | +94.8% | +170.9% |
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