+334.0%
SPGI vs IONS
-27.6%
+361.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -9.1% | +9.6% | +1.7% |
| 7D | +1.6% | -30.3% | +31.8% | +6.2% |
| 30D | +16.1% | -37.7% | +53.8% | +23.1% |
| 3M | +15.5% | -50.5% | +65.9% | +26.1% |
| 6M | +19.6% | -62.8% | +82.4% | +35.1% |
| YTD | -3.6% | -64.4% | +60.8% | +9.2% |
| 1Y | +2.2% | -59.5% | +61.7% | +13.4% |
| 3Y | +30.1% | -39.2% | +69.3% | +30.9% |
| 5Y | +14.9% | -15.3% | +30.3% | +5.8% |
| 10Y | +334.0% | -31.2% | +365.1% | +316.1% |
| All | +334.0% | -27.6% | +361.6% | +316.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling