-67.5%
IONL vs VOO
+30.1%
-97.5%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +45.2% | +0.3% | +44.9% | +43.6% |
| 7D | +10.6% | -2.7% | +13.3% | +31.2% |
| 30D | -45.5% | -5.4% | -40.1% | -21.8% |
| 3M | -46.5% | -4.1% | -42.4% | -27.1% |
| 6M | -77.1% | +0.7% | -77.8% | -72.5% |
| YTD | -77.8% | +8.7% | -86.5% | -79.7% |
| 1Y | -88.5% | +11.0% | -99.5% | -90.1% |
| All | -67.5% | +30.1% | -97.5% | -83.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling