+309.3%
SPY vs IONS
-36.2%
+345.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.2% | +0.2% |
| 7D | +3.3% | -29.6% | +32.9% | +7.9% |
| 30D | -2.7% | -35.6% | +32.9% | +2.9% |
| 3M | -1.7% | -51.7% | +49.9% | +8.1% |
| 6M | +3.1% | -64.0% | +67.1% | +17.3% |
| YTD | +11.9% | -65.5% | +77.4% | +27.9% |
| 1Y | +12.0% | -62.4% | +74.4% | +26.3% |
| 3Y | +78.2% | -41.1% | +119.3% | +81.1% |
| 5Y | +73.2% | -16.5% | +89.7% | +61.5% |
| All | +309.3% | -36.2% | +345.5% | +295.0% |
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