-43.4%
IONL vs SPY
+35.8%
-79.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.0% | +4.7% |
| 7D | +1.0% | +0.1% | +0.9% | +0.7% |
| 30D | -8.5% | +0.1% | -8.6% | -6.8% |
| 3M | -71.8% | +2.0% | -73.8% | -71.5% |
| 6M | -31.9% | +13.0% | -44.9% | -53.0% |
| YTD | -61.4% | +13.5% | -74.9% | -73.1% |
| 1Y | -69.8% | +20.0% | -89.8% | -82.0% |
| All | -43.4% | +35.8% | -79.2% | -77.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling