-70.9%
IONL vs VT
+33.6%
-104.5%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | 0.0% | +12.5% | +12.4% |
| 7D | -18.6% | -1.6% | -17.0% | -10.2% |
| 30D | -56.4% | -2.5% | -53.9% | -47.5% |
| 3M | -50.7% | -1.3% | -49.4% | -42.1% |
| 6M | -73.8% | +3.1% | -76.9% | -71.6% |
| YTD | -80.2% | +10.9% | -91.1% | -83.6% |
| 1Y | -90.2% | +12.1% | -102.2% | -91.9% |
| All | -70.9% | +33.6% | -104.5% | -87.9% |
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