-59.5%
IONS vs SPY
+11.9%
-71.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -0.4% | -8.7% | -8.9% |
| 7D | -30.3% | -0.6% | -29.7% | -29.8% |
| 30D | -37.7% | -3.7% | -34.1% | -36.1% |
| 3M | -50.5% | -2.7% | -47.7% | -49.5% |
| 6M | -62.8% | +2.2% | -64.9% | -63.2% |
| YTD | -64.4% | +10.8% | -75.2% | -67.5% |
| 1Y | -59.5% | +11.2% | -70.7% | -63.3% |
| All | -59.5% | +11.9% | -71.4% | -63.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling