+41.0%
PRU vs IONS
-18.9%
+59.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | -0.3% |
| 7D | 0.0% | -29.6% | +29.6% | +2.3% |
| 30D | +7.9% | -35.6% | +43.5% | +11.2% |
| 3M | +0.9% | -51.7% | +52.6% | +6.3% |
| 6M | +22.4% | -64.0% | +86.3% | +31.4% |
| YTD | +12.7% | -65.5% | +78.2% | +21.4% |
| 1Y | +19.6% | -62.4% | +82.0% | +27.6% |
| 3Y | +54.0% | -41.1% | +95.1% | +52.5% |
| 5Y | +41.0% | -16.5% | +57.5% | +33.1% |
| All | +41.0% | -18.9% | +59.9% | +33.1% |
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