+36.0%
PNC vs IONS
-14.9%
+50.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.3% |
| 7D | -0.6% | -29.4% | +28.8% | +2.5% |
| 30D | +5.8% | -35.1% | +40.9% | +10.1% |
| 3M | -7.9% | -48.9% | +41.0% | -1.8% |
| 6M | +10.0% | -62.4% | +72.4% | +20.5% |
| YTD | +14.8% | -64.2% | +79.0% | +26.3% |
| 1Y | +29.7% | -60.9% | +90.6% | +40.9% |
| 3Y | +114.4% | -38.9% | +153.3% | +112.6% |
| 5Y | +36.0% | -15.6% | +51.6% | +28.1% |
| All | +36.0% | -14.9% | +50.9% | +28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling