-62.4%
IONS vs SPY
+11.8%
-74.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.5% |
| 7D | -29.6% | +3.3% | -32.9% | -30.6% |
| 30D | -35.6% | -2.7% | -32.9% | -34.1% |
| 3M | -51.7% | -1.7% | -49.9% | -50.9% |
| 6M | -64.0% | +3.1% | -67.1% | -64.5% |
| YTD | -65.5% | +11.9% | -77.4% | -68.6% |
| 1Y | -62.4% | +12.0% | -74.4% | -66.0% |
| All | -62.4% | +11.8% | -74.2% | -66.0% |
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 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