+338.6%
SPGI vs IONS
-36.2%
+374.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.6% | +2.2% | -0.9% |
| 7D | -0.8% | -29.6% | +28.8% | +3.6% |
| 30D | +14.3% | -35.6% | +49.8% | +20.7% |
| 3M | +14.5% | -51.7% | +66.2% | +25.7% |
| 6M | +17.3% | -64.0% | +81.3% | +33.3% |
| YTD | -4.6% | -65.5% | +60.9% | +8.7% |
| 1Y | +0.8% | -62.4% | +63.2% | +13.2% |
| 3Y | +28.8% | -41.1% | +69.9% | +30.1% |
| 5Y | +14.0% | -16.5% | +30.4% | +4.8% |
| All | +338.6% | -36.2% | +374.8% | +318.6% |
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