+524.9%
SPYG vs IONS
+145.1%
+379.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -9.1% | +8.2% | +0.4% |
| 7D | -1.9% | -30.3% | +28.3% | +2.5% |
| 30D | -9.2% | -37.7% | +28.6% | -3.6% |
| 3M | -6.8% | -50.5% | +43.7% | +1.8% |
| 6M | -2.6% | -62.8% | +60.2% | +9.8% |
| YTD | +7.5% | -64.4% | +71.8% | +21.7% |
| 1Y | +6.7% | -59.5% | +66.1% | +18.5% |
| 3Y | +90.1% | -39.2% | +129.3% | +94.3% |
| 5Y | +69.2% | -15.3% | +84.6% | +62.1% |
| 10Y | +391.9% | -31.2% | +423.0% | +360.6% |
| All | +524.9% | +145.1% | +379.7% | +238.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling