+397.5%
SPYG vs IONS
-32.1%
+429.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.4% | -7.3% | -1.9% |
| 7D | +2.3% | -26.3% | +28.6% | +6.7% |
| 30D | -6.5% | -31.9% | +25.5% | -1.2% |
| 3M | -6.8% | -48.0% | +41.1% | +2.4% |
| 6M | -3.1% | -62.6% | +59.4% | +11.3% |
| YTD | +8.0% | -63.3% | +71.3% | +24.3% |
| 1Y | +10.2% | -58.4% | +68.6% | +24.0% |
| 3Y | +91.0% | -38.2% | +129.2% | +93.0% |
| 5Y | +67.7% | -11.1% | +78.9% | +53.7% |
| All | +397.5% | -32.1% | +429.6% | +373.0% |
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