-97.0%
IONZ vs SPY
+28.6%
-125.6%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.7% | +2.8% | +15.9% |
| 7D | +16.3% | -0.7% | +17.1% | +10.9% |
| 30D | +74.8% | -1.0% | +75.8% | +68.5% |
| 3M | +17.0% | -0.3% | +17.3% | +24.0% |
| 6M | -41.9% | +7.3% | -49.2% | +23.0% |
| YTD | -83.7% | +13.3% | -97.1% | -43.5% |
| 1Y | -86.3% | +14.8% | -101.0% | -45.1% |
| All | -97.0% | +28.6% | -125.6% | -67.8% |
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