+13.7%
SPGI vs IONS
-11.8%
+25.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.4% | -5.3% | +0.5% |
| 7D | +1.2% | -26.3% | +27.5% | +3.5% |
| 30D | +15.9% | -31.9% | +47.9% | +19.3% |
| 3M | +12.3% | -48.0% | +60.3% | +18.2% |
| 6M | +23.7% | -62.6% | +86.2% | +33.7% |
| YTD | -3.5% | -63.3% | +59.7% | +4.2% |
| 1Y | +0.4% | -58.4% | +58.8% | +6.9% |
| 3Y | +29.9% | -38.2% | +68.1% | +28.2% |
| All | +13.7% | -11.8% | +25.5% | +4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling