+1,831.6%
PWR vs IONS
-32.1%
+1,863.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.4% | -7.1% | -1.6% |
| 7D | +11.3% | -26.3% | +37.6% | +15.6% |
| 30D | -8.9% | -31.9% | +23.1% | -4.1% |
| 3M | -10.5% | -48.0% | +37.5% | -2.0% |
| 6M | -22.2% | -62.6% | +40.4% | -10.9% |
| YTD | +42.7% | -63.3% | +106.0% | +63.7% |
| 1Y | +41.1% | -58.4% | +99.5% | +58.4% |
| 3Y | +242.7% | -38.2% | +281.0% | +248.1% |
| 5Y | +418.5% | -11.1% | +429.6% | +376.7% |
| All | +1,831.6% | -32.1% | +1,863.7% | +1,777.3% |
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