+9.5%
SPGI vs IONS
+47.7%
-38.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | +0.1% | -4.8% | +5.0% | +0.6% |
| 30D | +8.4% | +7.2% | +1.2% | +7.6% |
| 3M | +11.8% | -22.7% | +34.5% | +13.9% |
| 6M | +5.7% | -26.9% | +32.6% | +8.2% |
| YTD | -9.7% | -26.6% | +16.9% | -7.8% |
| 1Y | -12.5% | -2.1% | -10.3% | -13.6% |
| 3Y | +21.8% | +43.4% | -21.6% | +10.6% |
| All | +9.5% | +47.7% | -38.3% | -2.7% |
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