+54.2%
PPL vs IONS
+96.6%
-42.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +2.7% | -4.8% | +7.5% | +3.0% |
| 30D | +0.5% | +7.2% | -6.7% | -0.1% |
| 3M | +0.7% | -22.7% | +23.3% | +2.3% |
| 6M | -7.6% | -26.9% | +19.3% | -5.8% |
| YTD | +1.8% | -26.6% | +28.4% | +3.7% |
| 1Y | -0.8% | -2.1% | +1.4% | -1.3% |
| 3Y | +56.9% | +43.4% | +13.4% | +48.3% |
| 5Y | +39.5% | +47.0% | -7.5% | +29.6% |
| All | +54.2% | +96.6% | -42.4% | +43.0% |
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