+564.9%
SPYG vs IONS
+405.1%
+159.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | -0.1% | -0.1% |
| 7D | +0.4% | -4.8% | +5.2% | +1.0% |
| 30D | -0.4% | +7.2% | -7.6% | -1.5% |
| 3M | +0.5% | -22.7% | +23.2% | +3.3% |
| 6M | +17.5% | -26.9% | +44.3% | +21.5% |
| YTD | +14.3% | -26.6% | +40.9% | +18.1% |
| 1Y | +21.7% | -2.1% | +23.8% | +20.4% |
| 3Y | +98.6% | +43.4% | +55.2% | +81.0% |
| 5Y | +85.1% | +47.0% | +38.1% | +65.1% |
| 10Y | +412.0% | +97.2% | +314.9% | +315.5% |
| All | +564.9% | +405.1% | +159.7% | +228.7% |
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