+234.7%
PM vs IONS
-5.7%
+240.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -21.4% | +19.0% | -0.5% |
| 7D | -7.3% | -24.8% | +17.5% | -5.1% |
| 30D | -4.0% | -31.5% | +27.5% | -1.0% |
| 3M | +2.7% | -45.2% | +47.9% | +7.9% |
| 6M | +14.9% | -59.1% | +73.9% | +23.3% |
| YTD | +23.5% | -60.8% | +84.3% | +32.9% |
| 1Y | +30.4% | -57.9% | +88.2% | +39.2% |
| 3Y | +143.2% | -34.5% | +177.7% | +144.8% |
| 5Y | +159.5% | -8.8% | +168.3% | +146.7% |
| 10Y | +234.7% | -19.2% | +253.9% | +240.5% |
| All | +234.7% | -5.7% | +240.3% | +240.5% |
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 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