-99.5%
SPXS vs IONS
+87.6%
-187.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.6% | +0.2% | -3.5% |
| 7D | +2.5% | -6.7% | +9.2% | -0.4% |
| 30D | +4.2% | -4.1% | +8.3% | +2.5% |
| 3M | -9.3% | -26.6% | +17.3% | -19.4% |
| 6M | -30.7% | -27.5% | -3.2% | -38.3% |
| YTD | -28.1% | -31.5% | +3.4% | -37.2% |
| 1Y | -35.1% | -15.3% | -19.7% | -37.4% |
| 3Y | -79.6% | +31.3% | -110.9% | -73.0% |
| 5Y | -86.3% | +50.2% | -136.5% | -77.6% |
| All | -99.5% | +87.6% | -187.2% | -99.0% |
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 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