+51.4%
PYPL vs IONS
+4.9%
+46.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -3.0% | -3.0% |
| 7D | +2.7% | -4.8% | +7.5% | +3.5% |
| 30D | -4.9% | +7.2% | -12.1% | -6.2% |
| 3M | +28.9% | -22.7% | +51.6% | +33.4% |
| 6M | +18.2% | -26.9% | +45.1% | +23.5% |
| YTD | -5.0% | -26.6% | +21.5% | -1.1% |
| 1Y | -18.8% | -2.1% | -16.7% | -20.0% |
| 3Y | -12.6% | +43.4% | -56.0% | -22.9% |
| 5Y | -80.8% | +47.0% | -127.8% | -83.4% |
| 10Y | +49.9% | +97.2% | -47.3% | +23.6% |
| All | +51.4% | +4.9% | +46.5% | +29.0% |
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