+403.4%
SPYG vs IONS
-33.8%
+437.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.6% |
| 7D | -1.5% | -29.4% | +27.9% | +3.5% |
| 30D | -7.2% | -35.1% | +27.9% | -1.2% |
| 3M | -4.6% | -48.9% | +44.2% | +5.2% |
| 6M | -1.2% | -62.4% | +61.2% | +13.5% |
| YTD | +9.3% | -64.2% | +73.5% | +26.3% |
| 1Y | +8.8% | -60.9% | +69.7% | +23.8% |
| 3Y | +93.3% | -38.9% | +132.2% | +95.7% |
| 5Y | +71.7% | -15.6% | +87.3% | +58.8% |
| All | +403.4% | -33.8% | +437.2% | +380.9% |
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