+422.1%
SPYG vs IONS
+84.6%
+337.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.2% |
| 7D | +0.3% | -8.7% | +9.0% | +1.7% |
| 30D | -1.7% | -1.6% | -0.1% | -1.6% |
| 3M | +3.6% | -24.9% | +28.5% | +7.3% |
| 6M | +16.6% | -25.7% | +42.3% | +20.8% |
| YTD | +13.4% | -29.2% | +42.6% | +18.2% |
| 1Y | +19.6% | -13.0% | +32.6% | +20.2% |
| 3Y | +99.8% | +35.9% | +63.8% | +79.1% |
| 5Y | +85.0% | +54.5% | +30.5% | +58.2% |
| 10Y | +422.1% | +93.1% | +329.0% | +339.5% |
| All | +422.1% | +84.6% | +337.5% | +339.5% |
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