+402.1%
SPYG vs IONS
-36.2%
+438.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.3% | +0.3% |
| 7D | +4.2% | -29.6% | +33.8% | +9.5% |
| 30D | -7.4% | -35.6% | +28.2% | -1.4% |
| 3M | -5.3% | -51.7% | +46.4% | +5.4% |
| 6M | -1.2% | -64.0% | +62.8% | +14.3% |
| YTD | +9.0% | -65.5% | +74.5% | +26.7% |
| 1Y | +8.8% | -62.4% | +71.2% | +24.5% |
| 3Y | +92.8% | -41.1% | +133.9% | +96.2% |
| 5Y | +69.3% | -16.5% | +85.7% | +56.7% |
| All | +402.1% | -36.2% | +438.2% | +382.3% |
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