-64.7%
IONL vs SPY
+34.3%
-99.0%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.3% | -6.7% | -12.3% |
| 7D | +25.1% | -0.9% | +26.0% | +34.7% |
| 30D | -22.1% | -2.4% | -19.8% | -6.7% |
| 3M | -51.0% | -1.2% | -49.9% | -43.8% |
| 6M | -78.2% | +3.3% | -81.4% | -77.2% |
| YTD | -75.9% | +12.3% | -88.2% | -81.1% |
| 1Y | -86.0% | +12.4% | -98.5% | -88.6% |
| All | -64.7% | +34.3% | -99.0% | -84.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling