-13.0%
IONS vs VCLT
-2.6%
-10.4%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -23.6% |
| 6M | -25.7% | -4.0% | -21.7% | -24.3% |
| YTD | -29.2% | -2.2% | -26.9% | -28.4% |
| 1Y | -13.0% | -2.6% | -10.4% | -10.7% |
| All | -13.0% | -2.6% | -10.4% | -10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling