+221.7%
PR vs IONS
+17.1%
+204.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.7% |
| 7D | -16.4% | -9.4% | -7.0% | -15.1% |
| 30D | -1.9% | -10.7% | +8.8% | -0.3% |
| 3M | +8.0% | -27.7% | +35.6% | +13.1% |
| 6M | +4.1% | -48.7% | +52.8% | +14.6% |
| YTD | +58.7% | -50.2% | +108.9% | +75.0% |
| 1Y | +75.8% | -46.8% | +122.6% | +91.3% |
| 3Y | +73.2% | -14.8% | +88.0% | +63.2% |
| All | +221.7% | +17.1% | +204.6% | +175.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling