+77.0%
PR vs IONS
-61.6%
+138.7%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.6% | +5.6% | +2.1% |
| 7D | +6.7% | -29.6% | +36.3% | +8.1% |
| 30D | -6.1% | -35.6% | +29.4% | -4.7% |
| 3M | +6.9% | -51.7% | +58.5% | +9.4% |
| 6M | +14.6% | -64.0% | +78.6% | +19.8% |
| YTD | +66.1% | -65.5% | +131.6% | +75.1% |
| 1Y | +77.0% | -62.4% | +139.4% | +83.8% |
| All | +77.0% | -61.6% | +138.7% | +83.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling