-70.3%
PSKY vs IONS
+51.6%
-121.9%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | 0.0% |
| 7D | +2.4% | -5.3% | +7.7% | +3.6% |
| 30D | +17.5% | +0.3% | +17.3% | +17.3% |
| 3M | +4.4% | -22.9% | +27.3% | +9.6% |
| 6M | -9.0% | -23.4% | +14.4% | -4.5% |
| YTD | -18.6% | -28.3% | +9.7% | -13.3% |
| 1Y | -27.7% | -7.0% | -20.7% | -27.9% |
| 3Y | -16.9% | +37.6% | -54.5% | -28.1% |
| 5Y | -70.3% | +53.4% | -123.7% | -76.5% |
| All | -70.3% | +51.6% | -121.9% | -76.5% |
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