-87.6%
IONR vs SPY
+112.0%
-199.7%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.1% | -5.1% |
| 7D | -16.2% | +2.6% | -18.7% | -18.1% |
| 30D | -21.9% | -2.0% | -19.9% | -20.2% |
| 3M | -30.1% | -2.8% | -27.3% | -28.1% |
| 6M | -53.8% | +2.1% | -56.0% | -54.6% |
| YTD | -54.6% | +11.5% | -66.1% | -58.6% |
| 1Y | -52.2% | +13.5% | -65.7% | -57.0% |
| 3Y | -44.1% | +77.7% | -121.8% | -66.3% |
| All | -87.6% | +112.0% | -199.7% | -93.8% |
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