-61.9%
IONL vs VOO
+33.2%
-95.0%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.1% | +2.3% | +14.7% | +4.1% |
| 7D | +47.5% | +0.1% | +47.4% | +50.7% |
| 30D | -31.2% | -3.3% | -27.9% | -11.7% |
| 3M | -49.5% | -2.4% | -47.1% | -37.2% |
| 6M | -69.0% | +2.6% | -71.6% | -66.3% |
| YTD | -74.0% | +11.3% | -85.3% | -78.9% |
| 1Y | -87.3% | +13.4% | -100.7% | -90.2% |
| All | -61.9% | +33.2% | -95.0% | -83.0% |
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