-84.3%
IONR vs VT
+99.0%
-183.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.6% | +3.6% | +3.0% |
| 7D | +2.2% | +0.4% | +1.9% | +1.9% |
| 30D | -5.5% | -2.6% | -2.9% | -2.3% |
| 3M | -21.1% | -3.2% | -17.9% | -18.0% |
| 6M | -33.2% | +0.9% | -34.1% | -33.7% |
| YTD | -42.5% | +11.3% | -53.8% | -48.8% |
| 1Y | -35.1% | +14.0% | -49.1% | -43.7% |
| 3Y | -35.2% | +75.8% | -111.1% | -65.6% |
| All | -84.3% | +99.0% | -183.4% | -92.8% |
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