+514.3%
SPMO vs IONS
+92.6%
+421.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.2% | -1.7% |
| 7D | +0.1% | -4.3% | +4.3% | +0.7% |
| 30D | -0.7% | +0.4% | -1.1% | -0.9% |
| 3M | +2.8% | -24.1% | +26.9% | +5.9% |
| 6M | +24.4% | -26.4% | +50.9% | +28.6% |
| YTD | +24.2% | -29.7% | +53.8% | +29.0% |
| 1Y | +24.5% | -13.0% | +37.5% | +25.0% |
| 3Y | +155.6% | +35.0% | +120.5% | +131.7% |
| 5Y | +148.2% | +54.2% | +94.0% | +114.4% |
| All | +514.3% | +92.6% | +421.7% | +444.8% |
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