-40.6%
IONL vs VOO
+35.2%
-75.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.6% | +5.4% | +7.9% |
| 7D | +14.7% | +0.5% | +14.1% | +11.2% |
| 30D | -21.4% | -0.9% | -20.4% | -16.0% |
| 3M | -66.5% | +3.9% | -70.4% | -70.4% |
| 6M | -22.7% | +14.5% | -37.3% | -51.2% |
| YTD | -59.5% | +13.0% | -72.4% | -71.8% |
| 1Y | -66.5% | +19.4% | -85.9% | -80.4% |
| All | -40.6% | +35.2% | -75.8% | -77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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