+5,069.5%
PTC vs IONS
+162.2%
+4,907.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -9.1% | +9.4% | +1.9% |
| 7D | +1.3% | -30.3% | +31.5% | +7.1% |
| 30D | +1.1% | -37.7% | +38.8% | +8.8% |
| 3M | +30.1% | -50.5% | +80.6% | +45.3% |
| 6M | +34.0% | -62.8% | +96.8% | +55.5% |
| YTD | +12.8% | -64.4% | +77.2% | +31.5% |
| 1Y | +10.7% | -59.5% | +70.2% | +26.1% |
| 3Y | +29.6% | -39.2% | +68.8% | +33.0% |
| 5Y | +63.5% | -15.3% | +78.9% | +54.7% |
| 10Y | +316.7% | -31.2% | +347.8% | +284.0% |
| All | +5,069.5% | +162.2% | +4,907.3% | +1,945.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling