-71.4%
IONL vs SPY
+33.8%
-105.2%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.9% | -0.4% | -18.6% | -17.1% |
| 7D | +27.6% | +3.3% | +24.3% | +9.0% |
| 30D | -30.7% | -2.7% | -28.0% | -15.2% |
| 3M | -63.2% | -1.7% | -61.4% | -56.2% |
| 6M | -81.6% | +3.1% | -84.6% | -80.5% |
| YTD | -80.5% | +11.9% | -92.4% | -84.3% |
| 1Y | -86.9% | +12.0% | -98.9% | -89.0% |
| All | -71.4% | +33.8% | -105.2% | -86.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling