+67.9%
PPL vs IONS
-32.1%
+100.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.4% | -5.1% | +0.8% |
| 7D | -0.4% | -26.3% | +25.9% | +1.9% |
| 30D | +2.6% | -31.9% | +34.6% | +5.6% |
| 3M | +0.8% | -48.0% | +48.8% | +6.0% |
| 6M | +1.4% | -62.6% | +64.0% | +9.2% |
| YTD | +4.3% | -63.3% | +67.6% | +12.3% |
| 1Y | +0.8% | -58.4% | +59.1% | +7.3% |
| 3Y | +57.9% | -38.2% | +96.1% | +59.4% |
| 5Y | +48.3% | -11.1% | +59.4% | +41.3% |
| All | +67.9% | -32.1% | +100.0% | +66.0% |
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