+51.9%
PYPL vs IONS
-36.2%
+88.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.6% | +1.6% | -1.2% |
| 7D | -1.1% | -29.6% | +28.5% | +5.7% |
| 30D | +3.8% | -35.6% | +39.4% | +13.0% |
| 3M | -1.3% | -51.7% | +50.4% | +14.2% |
| 6M | +29.0% | -64.0% | +93.0% | +57.1% |
| YTD | +0.7% | -65.5% | +66.2% | +23.3% |
| 1Y | -12.3% | -62.4% | +50.1% | +5.2% |
| 3Y | +7.6% | -41.1% | +48.7% | +10.6% |
| 5Y | -71.7% | -16.5% | -55.2% | -74.1% |
| All | +51.9% | -36.2% | +88.1% | +44.5% |
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 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