+338.6%
SPGI vs IONS
-29.6%
+368.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | -1.4% | -29.4% | +28.1% | +2.9% |
| 30D | +15.3% | -35.1% | +50.4% | +21.6% |
| 3M | +16.5% | -48.9% | +65.4% | +26.7% |
| 6M | +19.8% | -62.4% | +82.2% | +35.1% |
| YTD | -3.2% | -64.2% | +61.0% | +9.5% |
| 1Y | +1.8% | -60.9% | +62.7% | +13.6% |
| 3Y | +30.6% | -38.9% | +69.5% | +31.3% |
| 5Y | +16.0% | -15.6% | +31.6% | +6.8% |
| 10Y | +338.6% | -33.5% | +372.0% | +319.4% |
| All | +338.6% | -29.6% | +368.2% | +319.4% |
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