-19.3%
PNR vs IONS
+52.5%
-71.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.7% |
| 7D | -3.9% | -8.7% | +4.8% | -2.9% |
| 30D | -13.8% | -1.6% | -12.2% | -13.7% |
| 3M | -22.5% | -24.9% | +2.3% | -20.7% |
| 6M | -37.2% | -25.7% | -11.5% | -35.7% |
| YTD | -44.2% | -29.2% | -15.0% | -42.6% |
| 1Y | -46.6% | -13.0% | -33.6% | -46.6% |
| 3Y | -12.5% | +35.9% | -48.4% | -20.2% |
| 5Y | -19.3% | +54.5% | -73.8% | -28.4% |
| All | -19.3% | +52.5% | -71.9% | -28.4% |
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