+17.5%
SPYG vs IONS
-13.5%
+30.9%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.2% | -0.8% |
| 7D | -1.8% | -4.3% | +2.4% | -1.7% |
| 30D | -1.9% | +0.4% | -2.3% | -2.0% |
| 3M | +5.2% | -24.1% | +29.3% | +4.6% |
| 6M | +15.6% | -26.4% | +42.0% | +15.2% |
| YTD | +12.4% | -29.7% | +42.1% | +12.3% |
| 1Y | +17.5% | -13.0% | +30.5% | +17.8% |
| All | +17.5% | -13.5% | +30.9% | +17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling