+28.5%
SPGI vs IONS
-40.7%
+69.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.6% | +2.2% | -1.2% |
| 7D | -0.8% | -29.6% | +28.8% | +0.4% |
| 30D | +14.3% | -35.6% | +49.8% | +16.1% |
| 3M | +14.5% | -51.7% | +66.2% | +17.8% |
| 6M | +17.3% | -64.0% | +81.3% | +22.2% |
| YTD | -4.6% | -65.5% | +60.9% | -0.5% |
| 1Y | +0.8% | -62.4% | +63.2% | +4.4% |
| All | +28.5% | -40.7% | +69.2% | +23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling