+5,256.9%
SPG vs IONS
+811.2%
+4,445.7%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -2.4% | -4.8% | +2.5% | -1.9% |
| 30D | -6.8% | +7.2% | -14.0% | -7.5% |
| 3M | +2.7% | -22.7% | +25.4% | +4.7% |
| 6M | +5.5% | -26.9% | +32.3% | +8.0% |
| YTD | +15.7% | -26.6% | +42.3% | +18.4% |
| 1Y | +20.9% | -2.1% | +23.0% | +20.2% |
| 3Y | +112.4% | +43.4% | +69.0% | +100.0% |
| 5Y | +101.4% | +47.0% | +54.4% | +86.8% |
| 10Y | +60.6% | +97.2% | -36.5% | +40.9% |
| All | +5,256.9% | +811.2% | +4,445.7% | +3,645.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 IONS 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