-74.6%
IONX vs SPY
+36.8%
-111.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.2% | -0.4% | -12.9% | -11.2% |
| 7D | -23.8% | +2.6% | -26.4% | -33.2% |
| 30D | -26.5% | -2.0% | -24.6% | -13.9% |
| 3M | -68.8% | -2.8% | -66.0% | -60.3% |
| 6M | -84.8% | +2.1% | -86.9% | -83.1% |
| YTD | -84.8% | +11.5% | -96.3% | -87.8% |
| 1Y | -87.3% | +13.5% | -100.8% | -90.3% |
| All | -74.6% | +36.8% | -111.4% | -89.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling