+220.0%
SPXL vs IONS
-40.7%
+260.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -9.1% | +7.9% | +0.7% |
| 7D | -2.9% | -30.3% | +27.4% | +3.7% |
| 30D | -12.4% | -37.7% | +25.4% | -4.0% |
| 3M | -11.8% | -50.5% | +38.7% | +1.5% |
| 6M | -1.4% | -62.8% | +61.4% | +18.9% |
| YTD | +19.0% | -64.4% | +83.3% | +45.0% |
| 1Y | +18.0% | -59.5% | +77.4% | +38.8% |
| 3Y | +220.0% | -39.2% | +259.2% | +191.6% |
| All | +220.0% | -40.7% | +260.7% | +191.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling