-67.5%
IONL vs VT
+30.6%
-98.1%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +45.2% | +0.2% | +45.0% | +43.9% |
| 7D | +10.6% | -2.3% | +12.9% | +28.0% |
| 30D | -45.5% | -5.0% | -40.5% | -23.3% |
| 3M | -46.5% | -4.9% | -41.6% | -22.6% |
| 6M | -77.1% | -1.5% | -75.5% | -68.2% |
| YTD | -77.8% | +8.5% | -86.3% | -78.9% |
| 1Y | -88.5% | +11.4% | -99.9% | -90.1% |
| All | -67.5% | +30.6% | -98.1% | -84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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