-98.0%
IONZ vs SPY
+23.3%
-121.4%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -46.5% | +0.3% | -46.8% | -44.4% |
| 7D | -34.6% | -2.7% | -31.9% | -43.5% |
| 30D | +5.2% | -5.4% | +10.6% | -22.3% |
| 3M | -31.1% | -4.1% | -27.0% | -41.5% |
| 6M | -48.4% | +0.7% | -49.1% | -26.9% |
| YTD | -89.5% | +8.7% | -98.2% | -71.4% |
| 1Y | -89.5% | +10.9% | -100.4% | -65.7% |
| All | -98.0% | +23.3% | -121.4% | -83.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling