-100.0%
SPXS vs IONS
+114.9%
-214.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -9.1% | +10.2% | -2.5% |
| 7D | +0.4% | -30.3% | +30.7% | -12.8% |
| 30D | +10.8% | -37.7% | +48.6% | -7.8% |
| 3M | +9.6% | -50.5% | +60.1% | -16.4% |
| 6M | -4.7% | -62.8% | +58.0% | -34.6% |
| YTD | -24.6% | -64.4% | +39.8% | -48.6% |
| 1Y | -24.6% | -59.5% | +34.9% | -45.5% |
| 3Y | -79.8% | -39.2% | -40.6% | -80.8% |
| 5Y | -83.3% | -15.3% | -68.0% | -79.4% |
| 10Y | -99.5% | -31.2% | -68.3% | -99.2% |
| All | -100.0% | +114.9% | -214.9% | -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