-77.6%
IONL vs VT
+30.3%
-107.9%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.5% | -4.1% | -16.4% | +2.2% |
| 7D | -32.0% | -4.2% | -27.8% | -12.2% |
| 30D | -65.8% | -5.8% | -60.0% | -49.5% |
| 3M | -63.8% | -5.2% | -58.5% | -46.7% |
| 6M | -81.2% | +0.1% | -81.4% | -75.9% |
| YTD | -84.7% | +8.2% | -92.9% | -85.3% |
| 1Y | -91.5% | +10.1% | -101.6% | -92.3% |
| All | -77.6% | +30.3% | -107.9% | -89.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling