+312.6%
SPYM vs IONS
-36.2%
+348.8%
-33.9%
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% | +0.2% |
| 7D | +3.3% | -29.6% | +32.9% | +7.9% |
| 30D | -2.6% | -35.6% | +32.9% | +3.0% |
| 3M | -1.7% | -51.7% | +50.0% | +8.2% |
| 6M | +3.1% | -64.0% | +67.1% | +17.5% |
| YTD | +12.0% | -65.5% | +77.5% | +28.2% |
| 1Y | +12.1% | -62.4% | +74.5% | +26.6% |
| 3Y | +78.5% | -41.1% | +119.6% | +81.5% |
| 5Y | +73.8% | -16.5% | +90.3% | +61.8% |
| All | +312.6% | -36.2% | +348.8% | +297.9% |
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