+334.3%
SPGI vs IONS
-5.7%
+340.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -21.4% | +22.1% | +3.6% |
| 7D | -0.9% | -24.8% | +24.0% | +2.6% |
| 30D | +15.5% | -31.5% | +47.1% | +21.1% |
| 3M | +15.7% | -45.2% | +60.9% | +24.7% |
| 6M | +19.1% | -59.1% | +78.1% | +32.8% |
| YTD | -4.1% | -60.8% | +56.8% | +7.3% |
| 1Y | +1.2% | -57.9% | +59.1% | +11.8% |
| 3Y | +31.6% | -34.5% | +66.1% | +31.3% |
| 5Y | +12.4% | -8.8% | +21.3% | +2.7% |
| 10Y | +334.3% | -19.2% | +353.5% | +309.5% |
| All | +334.3% | -5.7% | +340.0% | +309.5% |
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