-19.2%
IONS vs SPY
+315.0%
-334.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +2.4% | -23.7% | -23.4% |
| 7D | -24.8% | +0.1% | -24.9% | -25.4% |
| 30D | -31.5% | -3.3% | -28.2% | -29.9% |
| 3M | -45.2% | -2.4% | -42.8% | -44.3% |
| 6M | -59.1% | +2.6% | -61.6% | -60.4% |
| YTD | -60.8% | +11.2% | -72.1% | -64.9% |
| 1Y | -57.9% | +13.4% | -71.2% | -62.9% |
| 3Y | -34.5% | +79.9% | -114.4% | -62.9% |
| 5Y | -8.8% | +72.2% | -81.0% | -46.5% |
| 10Y | -19.2% | +307.3% | -326.6% | -85.0% |
| All | -19.2% | +315.0% | -334.2% | -85.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling