+60.2%
PPL vs IONS
+17.3%
+43.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.7% |
| 7D | +0.4% | -9.4% | +9.8% | +1.2% |
| 30D | +5.4% | -10.7% | +16.2% | +6.3% |
| 3M | +4.3% | -27.7% | +31.9% | +6.7% |
| 6M | -1.3% | -48.7% | +47.4% | +3.3% |
| YTD | +4.7% | -50.2% | +54.9% | +9.7% |
| 1Y | +1.3% | -46.8% | +48.1% | +5.5% |
| 3Y | +57.2% | -14.8% | +72.1% | +55.2% |
| 5Y | +48.2% | +17.0% | +31.2% | +39.7% |
| All | +60.2% | +17.3% | +43.0% | +63.5% |
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