-100.0%
SPXS vs IONS
+121.5%
-221.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.4% | -5.1% | +3.9% |
| 7D | -7.5% | -26.3% | +18.8% | -18.0% |
| 30D | +5.3% | -31.9% | +37.3% | -9.2% |
| 3M | +9.7% | -48.0% | +57.7% | -14.6% |
| 6M | -4.6% | -62.6% | +58.0% | -34.3% |
| YTD | -25.8% | -63.3% | +37.5% | -48.8% |
| 1Y | -28.8% | -58.4% | +29.6% | -48.1% |
| 3Y | -80.2% | -38.2% | -41.9% | -81.1% |
| 5Y | -83.2% | -11.1% | -72.1% | -78.8% |
| 10Y | -99.5% | -31.7% | -67.8% | -99.2% |
| All | -100.0% | +121.5% | -221.5% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling