+154.1%
IONS vs VCLT
+102.1%
+52.0%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -29.4% | -0.6% | -28.9% | -29.4% |
| 30D | -35.1% | +2.8% | -37.9% | -35.3% |
| 3M | -48.9% | -0.4% | -48.5% | -48.8% |
| 6M | -62.4% | -3.1% | -59.3% | -62.3% |
| YTD | -64.2% | -2.7% | -61.5% | -64.1% |
| 1Y | -60.9% | -3.7% | -57.2% | -60.7% |
| 3Y | -38.9% | +15.6% | -54.5% | -39.5% |
| 5Y | -15.6% | -15.8% | +0.2% | -18.7% |
| 10Y | -33.5% | +23.0% | -56.5% | -25.1% |
| All | +154.1% | +102.1% | +52.0% | +298.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling