+83.9%
IONS vs SPY
+311.3%
-227.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.8% | -1.9% |
| 7D | -5.3% | +0.5% | -5.8% | -5.8% |
| 30D | +0.3% | -0.9% | +1.2% | +1.1% |
| 3M | -22.9% | +3.9% | -26.8% | -26.0% |
| 6M | -23.4% | +14.5% | -37.9% | -33.0% |
| YTD | -28.3% | +12.9% | -41.2% | -36.5% |
| 1Y | -7.0% | +19.4% | -26.4% | -22.0% |
| 3Y | +37.6% | +78.5% | -40.8% | -22.6% |
| 5Y | +53.4% | +81.8% | -28.4% | -15.5% |
| 10Y | +83.9% | +311.5% | -227.6% | -75.7% |
| All | +83.9% | +311.3% | -227.4% | -75.7% |
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