+72.7%
SPYM vs IONS
-11.1%
+83.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -21.4% | +23.7% | +4.6% |
| 7D | +0.1% | -24.8% | +24.9% | +2.9% |
| 30D | -3.3% | -31.5% | +28.2% | +0.4% |
| 3M | -2.4% | -45.2% | +42.8% | +3.8% |
| 6M | +2.6% | -59.1% | +61.6% | +12.1% |
| YTD | +11.3% | -60.8% | +72.1% | +22.1% |
| 1Y | +13.5% | -57.9% | +71.3% | +23.1% |
| 3Y | +80.3% | -34.5% | +114.8% | +78.2% |
| 5Y | +72.7% | -8.8% | +81.6% | +57.5% |
| All | +72.7% | -11.1% | +83.9% | +57.5% |
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