-100.0%
SPXS vs IONS
+342.8%
-442.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -0.1% | -4.8% | +4.8% | -2.1% |
| 30D | +0.8% | +7.2% | -6.4% | +3.9% |
| 3M | -4.7% | -22.7% | +18.0% | -13.2% |
| 6M | -29.6% | -26.9% | -2.7% | -36.9% |
| YTD | -29.8% | -26.6% | -3.2% | -36.7% |
| 1Y | -38.9% | -2.1% | -36.8% | -37.5% |
| 3Y | -79.6% | +43.4% | -123.1% | -72.8% |
| 5Y | -85.9% | +47.0% | -132.9% | -78.3% |
| 10Y | -99.5% | +97.2% | -196.7% | -98.9% |
| All | -100.0% | +342.8% | -442.8% | -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