+169.5%
PR vs IONS
+36.1%
+133.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | +2.9% | -4.8% | +7.8% | +3.7% |
| 30D | +18.0% | +7.2% | +10.8% | +16.7% |
| 3M | +16.9% | -22.7% | +39.5% | +20.5% |
| 6M | +28.2% | -26.9% | +55.1% | +33.1% |
| YTD | +69.3% | -26.6% | +95.9% | +75.5% |
| 1Y | +69.5% | -2.1% | +71.6% | +67.3% |
| 3Y | +81.7% | +43.4% | +38.3% | +62.5% |
| 5Y | +422.2% | +47.0% | +375.3% | +354.7% |
| 10Y | +110.4% | +97.2% | +13.2% | +89.1% |
| All | +169.5% | +36.1% | +133.3% | +140.4% |
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 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