+72.6%
SPY vs IONS
-11.8%
+84.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.4% | -6.8% | -1.1% |
| 7D | +2.6% | -26.3% | +28.9% | +5.6% |
| 30D | -2.0% | -31.9% | +30.0% | +1.8% |
| 3M | -2.8% | -48.0% | +45.2% | +4.0% |
| 6M | +2.1% | -62.6% | +64.7% | +12.8% |
| YTD | +11.5% | -63.3% | +74.8% | +23.2% |
| 1Y | +13.5% | -58.4% | +71.9% | +23.2% |
| 3Y | +77.7% | -38.2% | +115.9% | +76.4% |
| All | +72.6% | -11.8% | +84.4% | +56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling