+358.2%
PSX vs IONS
-36.2%
+394.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.6% | +5.2% | +2.1% |
| 7D | +6.4% | -29.6% | +36.0% | +10.6% |
| 30D | -10.2% | -35.6% | +25.4% | -5.6% |
| 3M | +17.2% | -51.7% | +68.9% | +27.5% |
| 6M | +51.8% | -64.0% | +115.7% | +70.4% |
| YTD | +108.0% | -65.5% | +173.5% | +134.3% |
| 1Y | +96.1% | -62.4% | +158.5% | +117.9% |
| 3Y | +155.9% | -41.1% | +197.0% | +156.7% |
| 5Y | +306.9% | -16.5% | +323.4% | +270.5% |
| All | +358.2% | -36.2% | +394.4% | +347.4% |
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 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