-58.4%
IONS vs SPY
+12.1%
-70.4%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.4% | +6.8% | +6.5% |
| 7D | -26.3% | +2.6% | -28.9% | -27.0% |
| 30D | -31.9% | -2.0% | -30.0% | -30.8% |
| 3M | -48.0% | -2.8% | -45.2% | -47.0% |
| 6M | -62.6% | +2.1% | -64.7% | -62.8% |
| YTD | -63.3% | +11.5% | -74.8% | -66.4% |
| 1Y | -58.4% | +13.5% | -71.9% | -62.5% |
| All | -58.4% | +12.1% | -70.4% | -62.5% |
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