+836.5%
PM vs IONS
+115.3%
+721.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.0% |
| 7D | -7.1% | -29.4% | +22.4% | -4.4% |
| 30D | -2.8% | -35.1% | +32.3% | +0.7% |
| 3M | +6.3% | -48.9% | +55.2% | +12.3% |
| 6M | +9.6% | -62.4% | +72.1% | +18.5% |
| YTD | +25.6% | -64.2% | +89.8% | +36.1% |
| 1Y | +29.7% | -60.9% | +90.5% | +39.3% |
| 3Y | +147.6% | -38.9% | +186.5% | +151.0% |
| 5Y | +160.1% | -15.6% | +175.7% | +151.4% |
| 10Y | +260.9% | -33.5% | +294.4% | +244.9% |
| All | +836.5% | +115.3% | +721.2% | +535.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling