+311.5%
SPY vs IONS
+88.4%
+223.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.8% | -0.2% |
| 7D | +0.5% | -5.3% | +5.8% | +1.3% |
| 30D | -0.9% | +0.3% | -1.2% | -1.1% |
| 3M | +3.9% | -22.9% | +26.8% | +6.8% |
| 6M | +14.5% | -23.4% | +37.9% | +17.7% |
| YTD | +12.9% | -28.3% | +41.2% | +17.1% |
| 1Y | +19.4% | -7.0% | +26.4% | +18.8% |
| 3Y | +78.5% | +37.6% | +40.8% | +61.5% |
| 5Y | +81.8% | +53.4% | +28.4% | +57.8% |
| 10Y | +311.5% | +83.9% | +227.6% | +247.3% |
| All | +311.5% | +88.4% | +223.1% | +247.3% |
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