-85.0%
PSKY vs IONS
+10.2%
-95.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.7% | -2.1% | -5.3% |
| 7D | -24.6% | -5.2% | -19.4% | -25.2% |
| 30D | -36.1% | -16.5% | -19.6% | -38.2% |
| 3M | -78.1% | +26.3% | -104.4% | -69.7% |
| 6M | -78.1% | +26.3% | -104.4% | -69.7% |
| YTD | -78.1% | +26.3% | -104.4% | -69.7% |
| 1Y | -78.1% | +26.3% | -104.4% | -69.7% |
| 3Y | -78.1% | +26.3% | -104.4% | -69.7% |
| 5Y | -80.0% | +22.3% | -102.4% | -72.3% |
| All | -85.0% | +10.2% | -95.2% | -78.9% |
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