+331.8%
SPGI vs IONS
+17.3%
+314.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.2% |
| 7D | +0.3% | -9.4% | +9.7% | +1.6% |
| 30D | +18.4% | -10.7% | +29.1% | +20.1% |
| 3M | +15.7% | -27.7% | +43.4% | +20.4% |
| 6M | +17.3% | -48.7% | +66.0% | +27.1% |
| YTD | -4.7% | -50.2% | +45.4% | +3.3% |
| 1Y | +1.8% | -46.8% | +48.6% | +9.2% |
| 3Y | +31.7% | -14.8% | +46.5% | +27.4% |
| 5Y | +12.1% | +17.0% | -4.9% | -0.2% |
| All | +331.8% | +17.3% | +314.6% | +299.8% |
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