+828.4%
SPYM vs IONS
+1,061.8%
-233.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +0.1% | -4.8% | +5.0% | +0.7% |
| 30D | +0.1% | +7.2% | -7.1% | -0.9% |
| 3M | +2.0% | -22.7% | +24.7% | +4.5% |
| 6M | +13.1% | -26.9% | +39.9% | +16.5% |
| YTD | +13.6% | -26.6% | +40.2% | +16.9% |
| 1Y | +20.1% | -2.1% | +22.2% | +19.0% |
| 3Y | +77.6% | +43.4% | +34.1% | +63.4% |
| 5Y | +82.5% | +47.0% | +35.6% | +64.5% |
| 10Y | +317.6% | +97.2% | +220.4% | +248.4% |
| All | +828.4% | +1,061.8% | -233.4% | +437.1% |
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