-88.5%
IONL vs SPY
+9.9%
-98.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +45.2% | +0.3% | +44.9% | +43.1% |
| 7D | +10.6% | -2.7% | +13.3% | +34.5% |
| 30D | -45.5% | -5.4% | -40.1% | -15.6% |
| 3M | -46.5% | -4.1% | -42.4% | -23.0% |
| 6M | -77.1% | +0.7% | -77.8% | -72.7% |
| YTD | -77.8% | +8.7% | -86.5% | -81.7% |
| 1Y | -88.5% | +10.9% | -99.4% | -91.5% |
| All | -88.5% | +9.9% | -98.4% | -91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1y: compounded portfolio wealth divided by compounded SPY 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…
1y analysis · Full analysis span regression · 6 months rolling