+715.3%
IONS vs SPY
+3,091.8%
-2,376.5%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.3% |
| 7D | -4.8% | +0.1% | -5.0% | -5.0% |
| 30D | +7.2% | +0.1% | +7.1% | +7.1% |
| 3M | -22.7% | +2.0% | -24.7% | -24.9% |
| 6M | -26.9% | +13.0% | -39.9% | -36.4% |
| YTD | -26.6% | +13.5% | -40.1% | -36.5% |
| 1Y | -2.1% | +20.0% | -22.1% | -20.5% |
| 3Y | +43.4% | +77.2% | -33.8% | -24.9% |
| 5Y | +47.0% | +81.9% | -34.9% | -26.1% |
| 10Y | +97.2% | +314.1% | -216.9% | -60.8% |
| All | +715.3% | +3,091.8% | -2,376.5% | -77.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling