-85.4%
IONR vs VT
+100.3%
-185.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.1% | +1.6% | +1.4% |
| 7D | -3.7% | -0.7% | -3.0% | -2.7% |
| 30D | -9.2% | -1.7% | -7.4% | -7.0% |
| 3M | -23.9% | -2.3% | -21.6% | -21.7% |
| 6M | -42.0% | +1.5% | -43.5% | -42.9% |
| YTD | -46.3% | +12.0% | -58.3% | -52.4% |
| 1Y | -38.0% | +12.9% | -50.9% | -45.5% |
| 3Y | -37.2% | +74.9% | -112.2% | -66.4% |
| All | -85.4% | +100.3% | -185.7% | -93.3% |
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