-38.2%
IONS vs SPY
+78.1%
-116.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.4% | +6.8% | +6.6% |
| 7D | -26.3% | +2.6% | -28.9% | -27.8% |
| 30D | -31.9% | -2.0% | -30.0% | -31.1% |
| 3M | -48.0% | -2.8% | -45.2% | -47.1% |
| 6M | -62.6% | +2.1% | -64.7% | -63.3% |
| YTD | -63.3% | +11.5% | -74.8% | -66.3% |
| 1Y | -58.4% | +13.5% | -71.9% | -62.4% |
| 3Y | -38.2% | +77.7% | -115.9% | -65.0% |
| All | -38.2% | +78.1% | -116.3% | -65.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling