+140.2%
SPXL vs IONS
+51.6%
+88.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -0.9% |
| 7D | +1.5% | -5.3% | +6.7% | +3.2% |
| 30D | -3.7% | +0.3% | -3.9% | -4.1% |
| 3M | +8.1% | -22.9% | +31.0% | +14.8% |
| 6M | +39.0% | -23.4% | +62.5% | +48.1% |
| YTD | +29.9% | -28.3% | +58.3% | +41.5% |
| 1Y | +46.6% | -7.0% | +53.6% | +43.6% |
| 3Y | +230.5% | +37.6% | +192.9% | +145.8% |
| 5Y | +140.2% | +53.4% | +86.8% | +64.8% |
| All | +140.2% | +51.6% | +88.6% | +64.8% |
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 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