+62.1%
PR vs IONS
+15.4%
+46.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.4% | -1.5% | -4.3% |
| 7D | -16.5% | -12.6% | -3.9% | -14.5% |
| 30D | -4.5% | -11.8% | +7.3% | -2.5% |
| 3M | +8.5% | -28.4% | +36.9% | +14.6% |
| 6M | -3.3% | -48.4% | +45.1% | +7.3% |
| YTD | +55.7% | -51.0% | +106.7% | +73.9% |
| 1Y | +82.0% | -48.0% | +130.1% | +100.8% |
| 3Y | +62.5% | -17.8% | +80.2% | +57.1% |
| 5Y | +223.9% | +15.2% | +208.7% | +183.2% |
| All | +62.1% | +15.4% | +46.6% | +60.4% |
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