+123.0%
POET vs IONS
-32.1%
+155.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.4% | -7.9% | -2.8% |
| 7D | +1.2% | -26.3% | +27.5% | +6.7% |
| 30D | -12.2% | -31.9% | +19.8% | -5.6% |
| 3M | -42.4% | -48.0% | +5.6% | -34.9% |
| 6M | -64.3% | -62.6% | -1.7% | -57.5% |
| YTD | -19.0% | -63.3% | +44.3% | -3.4% |
| 1Y | +9.1% | -58.4% | +67.5% | +26.6% |
| 3Y | +297.7% | -38.2% | +335.9% | +312.1% |
| 5Y | -38.2% | -11.1% | -27.1% | -40.1% |
| All | +123.0% | -32.1% | +155.1% | +128.1% |
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