+63.3%
PNR vs IONS
+92.6%
-29.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.3% |
| 7D | -5.5% | -4.3% | -1.2% | -4.9% |
| 30D | -15.6% | +0.4% | -16.0% | -15.7% |
| 3M | -20.2% | -24.1% | +3.9% | -17.9% |
| 6M | -36.6% | -26.4% | -10.2% | -34.5% |
| YTD | -45.0% | -29.7% | -15.3% | -42.9% |
| 1Y | -47.4% | -13.0% | -34.4% | -47.2% |
| 3Y | -13.7% | +35.0% | -48.7% | -21.6% |
| 5Y | -20.8% | +54.2% | -75.0% | -31.2% |
| All | +63.3% | +92.6% | -29.4% | +36.6% |
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