+809.6%
SPYM vs IONS
+520.0%
+289.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -21.4% | +23.7% | +4.9% |
| 7D | +0.1% | -24.8% | +24.9% | +3.2% |
| 30D | -3.3% | -31.5% | +28.2% | +0.7% |
| 3M | -2.4% | -45.2% | +42.8% | +4.3% |
| 6M | +2.6% | -59.1% | +61.6% | +12.8% |
| YTD | +11.3% | -60.8% | +72.1% | +22.9% |
| 1Y | +13.5% | -57.9% | +71.3% | +24.0% |
| 3Y | +80.3% | -34.5% | +114.8% | +82.1% |
| 5Y | +72.7% | -8.8% | +81.6% | +64.4% |
| 10Y | +312.2% | -19.2% | +331.4% | +282.0% |
| All | +809.6% | +520.0% | +289.6% | +464.5% |
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 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