+12,557.8%
SPGI vs IONS
+440.4%
+12,117.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | +0.1% | -4.8% | +5.0% | +0.5% |
| 30D | +8.4% | +7.2% | +1.2% | +7.6% |
| 3M | +11.8% | -22.7% | +34.5% | +13.8% |
| 6M | +5.7% | -26.9% | +32.6% | +8.0% |
| YTD | -9.7% | -26.6% | +16.9% | -7.8% |
| 1Y | -12.5% | -2.1% | -10.3% | -13.1% |
| 3Y | +21.8% | +43.4% | -21.6% | +14.8% |
| 5Y | +8.2% | +47.0% | -38.8% | +0.5% |
| 10Y | +309.5% | +97.2% | +212.3% | +260.2% |
| All | +12,557.8% | +440.4% | +12,117.4% | +8,503.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling