-97.7%
IONZ vs SPY
+28.9%
-126.6%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -5.2% |
| 7D | -6.1% | +0.1% | -6.2% | -5.1% |
| 30D | -19.5% | +0.1% | -19.6% | -16.3% |
| 3M | +28.4% | +2.0% | +26.4% | +74.1% |
| 6M | -83.7% | +13.0% | -96.7% | -49.3% |
| YTD | -87.8% | +13.5% | -101.4% | -59.0% |
| 1Y | -96.7% | +20.0% | -116.7% | -82.0% |
| All | -97.7% | +28.9% | -126.6% | -76.6% |
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 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