+314.6%
SPYM vs IONS
+92.6%
+221.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | -2.0% | -4.3% | +2.3% | -1.4% |
| 30D | -1.6% | +0.4% | -2.0% | -1.8% |
| 3M | +4.7% | -24.1% | +28.8% | +7.9% |
| 6M | +12.6% | -26.4% | +39.0% | +16.4% |
| YTD | +11.8% | -29.7% | +41.4% | +16.2% |
| 1Y | +17.5% | -13.0% | +30.6% | +18.2% |
| 3Y | +77.0% | +35.0% | +41.9% | +60.6% |
| 5Y | +82.6% | +54.2% | +28.4% | +58.3% |
| All | +314.6% | +92.6% | +221.9% | +254.8% |
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 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