-33.5%
IONS vs VCLT
+21.2%
-54.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -29.4% | -0.6% | -28.9% | -29.3% |
| 30D | -35.1% | +2.3% | -37.4% | -35.7% |
| 3M | -48.9% | -0.9% | -48.0% | -48.7% |
| 6M | -62.4% | -3.6% | -58.8% | -61.8% |
| YTD | -64.2% | -3.2% | -61.0% | -63.7% |
| 1Y | -60.9% | -4.2% | -56.7% | -60.2% |
| 3Y | -38.9% | +15.0% | -53.9% | -42.4% |
| 5Y | -15.6% | -16.2% | +0.6% | -12.4% |
| 10Y | -33.5% | +22.4% | -55.8% | -29.6% |
| All | -33.5% | +21.2% | -54.7% | -29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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