-11.8%
PNR vs IONS
+37.9%
-49.7%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.4% | -0.3% | -2.4% |
| 7D | -3.0% | -5.3% | +2.3% | -2.6% |
| 30D | -14.9% | +0.3% | -15.2% | -15.0% |
| 3M | -19.0% | -22.9% | +3.8% | -17.9% |
| 6M | -35.9% | -23.4% | -12.5% | -35.0% |
| YTD | -43.1% | -28.3% | -14.8% | -42.0% |
| 1Y | -46.4% | -7.0% | -39.4% | -46.8% |
| All | -11.8% | +37.9% | -49.7% | -17.5% |
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 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