+308.8%
SPOT vs IONS
-33.0%
+341.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | -3.0% | -29.4% | +26.5% | +4.5% |
| 30D | +15.2% | -35.1% | +50.3% | +26.3% |
| 3M | +21.6% | -48.9% | +70.5% | +40.8% |
| 6M | +45.2% | -62.4% | +107.6% | +79.2% |
| YTD | +4.9% | -64.2% | +69.1% | +30.5% |
| 1Y | -4.8% | -60.9% | +56.1% | +15.4% |
| 3Y | +256.3% | -38.9% | +295.1% | +257.8% |
| 5Y | +120.2% | -15.6% | +135.8% | +92.0% |
| All | +308.8% | -33.0% | +341.8% | +270.2% |
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