+106.1%
PRU vs IONS
-5.7%
+111.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -21.4% | +23.7% | +5.6% |
| 7D | +3.2% | -24.8% | +28.0% | +7.1% |
| 30D | +7.9% | -31.5% | +39.5% | +13.6% |
| 3M | +1.8% | -45.2% | +47.0% | +10.6% |
| 6M | +24.1% | -59.1% | +83.2% | +39.9% |
| YTD | +12.4% | -60.8% | +73.2% | +27.2% |
| 1Y | +20.9% | -57.9% | +78.8% | +35.0% |
| 3Y | +55.5% | -34.5% | +89.9% | +55.1% |
| 5Y | +42.7% | -8.8% | +51.5% | +28.5% |
| 10Y | +106.1% | -19.2% | +125.4% | +88.9% |
| All | +106.1% | -5.7% | +111.8% | +88.9% |
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