-42.5%
IONS vs SPY
+308.5%
-351.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.3% |
| 7D | -29.6% | +3.3% | -32.9% | -32.0% |
| 30D | -35.6% | -2.7% | -32.9% | -34.3% |
| 3M | -51.7% | -1.7% | -49.9% | -51.2% |
| 6M | -64.0% | +3.1% | -67.1% | -65.3% |
| YTD | -65.5% | +11.9% | -77.4% | -69.2% |
| 1Y | -62.4% | +12.0% | -74.4% | -66.5% |
| 3Y | -41.1% | +78.2% | -119.3% | -66.3% |
| 5Y | -16.5% | +73.2% | -89.7% | -51.2% |
| All | -42.5% | +308.5% | -351.0% | -89.9% |
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