+3,094.0%
SPY vs IONS
+687.7%
+2,406.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +0.1% | -4.8% | +5.0% | +0.6% |
| 30D | +0.1% | +7.2% | -7.1% | -0.7% |
| 3M | +2.0% | -22.7% | +24.7% | +4.0% |
| 6M | +13.0% | -26.9% | +39.9% | +15.8% |
| YTD | +13.5% | -26.6% | +40.1% | +16.2% |
| 1Y | +20.0% | -2.1% | +22.1% | +19.2% |
| 3Y | +77.2% | +43.4% | +33.8% | +66.3% |
| 5Y | +81.9% | +47.0% | +34.9% | +68.0% |
| 10Y | +314.1% | +97.2% | +216.9% | +259.1% |
| All | +3,094.0% | +687.7% | +2,406.4% | +1,893.2% |
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