+69.2%
SPYG vs IONS
-16.3%
+85.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -9.1% | +8.2% | +0.3% |
| 7D | -1.9% | -30.3% | +28.3% | +2.2% |
| 30D | -9.2% | -37.7% | +28.6% | -3.8% |
| 3M | -6.8% | -50.5% | +43.7% | +1.6% |
| 6M | -2.6% | -62.8% | +60.2% | +9.5% |
| YTD | +7.5% | -64.4% | +71.8% | +21.3% |
| 1Y | +6.7% | -59.5% | +66.1% | +17.9% |
| 3Y | +90.1% | -39.2% | +129.3% | +88.6% |
| 5Y | +69.2% | -15.3% | +84.6% | +50.3% |
| All | +69.2% | -16.3% | +85.5% | +50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling