-96.3%
IONZ vs SPY
+22.9%
-119.3%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.8% | -4.4% | +25.3% | -9.0% |
| 7D | +35.7% | -4.7% | +40.4% | 0.0% |
| 30D | +113.9% | -5.9% | +119.8% | +49.6% |
| 3M | +29.8% | -4.5% | +34.4% | +4.9% |
| 6M | -21.9% | +1.8% | -23.7% | +18.0% |
| YTD | -80.4% | +8.3% | -88.7% | -48.6% |
| 1Y | -82.0% | +9.3% | -91.4% | -47.2% |
| All | -96.3% | +22.9% | -119.3% | -70.7% |
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 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