-40.7%
IONX vs SPY
+39.3%
-80.0%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +3.9% |
| 7D | +0.6% | +0.1% | +0.5% | +0.2% |
| 30D | -10.7% | +0.1% | -10.8% | -8.8% |
| 3M | -72.9% | +2.0% | -74.9% | -72.6% |
| 6M | -36.4% | +13.0% | -49.5% | -57.4% |
| YTD | -64.5% | +13.5% | -78.0% | -76.0% |
| 1Y | -73.2% | +20.0% | -93.2% | -84.9% |
| All | -40.7% | +39.3% | -80.0% | -79.5% |
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 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