+1,824.9%
PPL vs IONS
+440.4%
+1,384.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +2.7% | -4.8% | +7.5% | +2.9% |
| 30D | +0.5% | +7.2% | -6.7% | +0.1% |
| 3M | +0.7% | -22.7% | +23.3% | +1.6% |
| 6M | -7.6% | -26.9% | +19.3% | -6.5% |
| YTD | +1.8% | -26.6% | +28.4% | +2.9% |
| 1Y | -0.8% | -2.1% | +1.4% | -1.0% |
| 3Y | +56.9% | +43.4% | +13.4% | +52.4% |
| 5Y | +39.5% | +47.0% | -7.5% | +34.4% |
| 10Y | +55.4% | +97.2% | -41.8% | +45.5% |
| All | +1,824.9% | +440.4% | +1,384.5% | +1,527.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling