+93.1%
IONS vs VCLT
+16.9%
+76.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -8.7% | 0.0% | -8.7% | -8.7% |
| 30D | -1.6% | +0.1% | -1.7% | -1.6% |
| 3M | -24.9% | -2.9% | -22.0% | -24.0% |
| 6M | -25.7% | -4.0% | -21.7% | -24.5% |
| YTD | -29.2% | -2.2% | -26.9% | -28.5% |
| 1Y | -13.0% | -2.6% | -10.4% | -12.1% |
| 3Y | +35.9% | +12.3% | +23.7% | +29.8% |
| 5Y | +54.5% | -16.4% | +70.9% | +58.6% |
| 10Y | +93.1% | +18.1% | +75.0% | +114.1% |
| All | +93.1% | +16.9% | +76.2% | +114.1% |
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