+98.5%
PNR vs IONS
-32.1%
+130.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.4% | -6.2% | -0.6% |
| 7D | +0.3% | -26.3% | +26.5% | +3.8% |
| 30D | +31.7% | -31.9% | +63.7% | +37.7% |
| 3M | +2.6% | -48.0% | +50.6% | +11.1% |
| 6M | -6.4% | -62.6% | +56.2% | +5.3% |
| YTD | -33.4% | -63.3% | +29.8% | -25.1% |
| 1Y | -35.1% | -58.4% | +23.3% | -28.3% |
| 3Y | +17.1% | -38.2% | +55.3% | +17.8% |
| 5Y | -3.5% | -11.1% | +7.6% | -10.8% |
| All | +98.5% | -32.1% | +130.6% | +95.5% |
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