-2.1%
PNR vs IONS
-15.9%
+13.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -3.7% | -29.4% | +25.7% | -0.9% |
| 30D | +33.1% | -35.1% | +68.3% | +38.2% |
| 3M | +3.7% | -48.9% | +52.6% | +10.2% |
| 6M | -7.7% | -62.4% | +54.7% | +0.7% |
| YTD | -32.4% | -64.2% | +31.8% | -26.0% |
| 1Y | -35.0% | -60.9% | +25.9% | -29.6% |
| 3Y | +17.1% | -38.9% | +56.0% | +15.5% |
| All | -2.1% | -15.9% | +13.8% | -8.4% |
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