-38.8%
IONS vs VCLT
+21.5%
-60.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.4% | +6.8% | +6.6% |
| 7D | -26.3% | -2.3% | -24.0% | -25.5% |
| 30D | -31.9% | +0.8% | -32.7% | -32.2% |
| 3M | -48.0% | -2.7% | -45.3% | -47.3% |
| 6M | -62.6% | -4.3% | -58.3% | -61.8% |
| YTD | -63.3% | -4.3% | -58.9% | -62.5% |
| 1Y | -58.4% | -4.4% | -54.0% | -57.6% |
| 3Y | -38.2% | +13.8% | -52.0% | -41.5% |
| 5Y | -11.1% | -17.0% | +5.9% | -7.1% |
| All | -38.8% | +21.5% | -60.3% | -38.6% |
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