-71.8%
IONL vs VT
+35.8%
-107.6%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.7% | -4.8% | -12.6% |
| 7D | -18.4% | -0.3% | -18.1% | -17.1% |
| 30D | -56.2% | -1.4% | -54.8% | -50.8% |
| 3M | -58.3% | -1.4% | -57.0% | -51.8% |
| 6M | -74.1% | +5.5% | -79.6% | -75.4% |
| YTD | -80.8% | +12.8% | -93.6% | -85.6% |
| 1Y | -88.6% | +15.4% | -104.0% | -92.1% |
| All | -71.8% | +35.8% | -107.6% | -89.4% |
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