+102.6%
SPXL vs IONS
-16.3%
+118.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -9.1% | +7.9% | +1.7% |
| 7D | -2.9% | -30.3% | +27.4% | +7.4% |
| 30D | -12.4% | -37.7% | +25.4% | +0.6% |
| 3M | -11.8% | -50.5% | +38.7% | +8.9% |
| 6M | -1.4% | -62.8% | +61.4% | +30.9% |
| YTD | +19.0% | -64.4% | +83.3% | +60.2% |
| 1Y | +18.0% | -59.5% | +77.4% | +51.0% |
| 3Y | +220.0% | -39.2% | +259.2% | +215.9% |
| 5Y | +102.6% | -15.3% | +117.9% | +62.9% |
| All | +102.6% | -16.3% | +118.9% | +62.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling