-82.2%
IONR vs SPY
+116.0%
-198.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.4% | +6.5% | +6.5% |
| 7D | +1.9% | +0.1% | +1.8% | +1.8% |
| 30D | -11.3% | +0.1% | -11.4% | -11.5% |
| 3M | -31.9% | +2.0% | -33.9% | -33.2% |
| 6M | -21.3% | +13.0% | -34.3% | -29.6% |
| YTD | -34.6% | +13.5% | -48.1% | -41.5% |
| 1Y | -6.3% | +20.0% | -26.2% | -19.6% |
| 3Y | -50.3% | +77.2% | -127.5% | -70.1% |
| All | -82.2% | +116.0% | -198.1% | -91.2% |
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