+146.7%
PM vs IONS
-38.5%
+185.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.1% |
| 7D | -7.1% | -29.4% | +22.4% | -5.8% |
| 30D | -2.8% | -35.1% | +32.3% | -1.2% |
| 3M | +6.3% | -48.9% | +55.2% | +9.0% |
| 6M | +9.6% | -62.4% | +72.1% | +13.9% |
| YTD | +25.6% | -64.2% | +89.8% | +30.6% |
| 1Y | +29.7% | -60.9% | +90.5% | +34.4% |
| All | +146.7% | -38.5% | +185.2% | +149.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling