+311.1%
SPOT vs IONS
-31.3%
+342.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.4% | -4.0% | +0.8% |
| 7D | +1.6% | -26.3% | +27.9% | +8.2% |
| 30D | +16.9% | -31.9% | +48.9% | +26.7% |
| 3M | +23.0% | -48.0% | +70.9% | +41.8% |
| 6M | +42.2% | -62.6% | +104.7% | +75.7% |
| YTD | +5.5% | -63.3% | +68.8% | +30.4% |
| 1Y | -5.1% | -58.4% | +53.3% | +13.2% |
| 3Y | +257.9% | -38.2% | +296.1% | +259.0% |
| 5Y | +118.4% | -11.1% | +129.5% | +87.8% |
| All | +311.1% | -31.3% | +342.4% | +270.0% |
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