+250.9%
PM vs IONS
-27.6%
+278.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -9.1% | +9.6% | +1.4% |
| 7D | -6.6% | -30.3% | +23.6% | -3.8% |
| 30D | -3.4% | -37.7% | +34.3% | +0.4% |
| 3M | +5.3% | -50.5% | +55.8% | +11.6% |
| 6M | +15.5% | -62.8% | +78.3% | +25.2% |
| YTD | +24.3% | -64.4% | +88.6% | +34.9% |
| 1Y | +29.7% | -59.5% | +89.2% | +39.1% |
| 3Y | +144.9% | -39.2% | +184.1% | +147.9% |
| 5Y | +159.0% | -15.3% | +174.4% | +147.3% |
| 10Y | +250.9% | -31.2% | +282.1% | +252.6% |
| All | +250.9% | -27.6% | +278.6% | +252.6% |
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