-43.4%
IONL vs VT
+38.8%
-82.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.8% |
| 7D | +1.0% | +0.4% | +0.6% | -1.1% |
| 30D | -8.5% | +1.0% | -9.5% | -10.4% |
| 3M | -71.8% | +2.4% | -74.2% | -71.7% |
| 6M | -31.9% | +12.0% | -43.9% | -51.9% |
| YTD | -61.4% | +15.3% | -76.7% | -75.3% |
| 1Y | -69.8% | +22.6% | -92.4% | -84.6% |
| All | -43.4% | +38.8% | -82.2% | -81.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling