-83.3%
SPXS vs IONS
-16.3%
-67.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -9.1% | +10.2% | -1.8% |
| 7D | +0.4% | -30.3% | +30.7% | -10.3% |
| 30D | +10.8% | -37.7% | +48.6% | -4.6% |
| 3M | +9.6% | -50.5% | +60.1% | -12.3% |
| 6M | -4.7% | -62.8% | +58.0% | -30.2% |
| YTD | -24.6% | -64.4% | +39.8% | -45.1% |
| 1Y | -24.6% | -59.5% | +34.9% | -42.0% |
| 3Y | -79.8% | -39.2% | -40.6% | -79.2% |
| 5Y | -83.3% | -15.3% | -68.0% | -76.6% |
| All | -83.3% | -16.3% | -67.0% | -76.6% |
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 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