-38.8%
IONS vs VIG
+262.6%
-301.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | 0.0% | +6.4% | +6.4% |
| 7D | -26.3% | +3.5% | -29.8% | -29.1% |
| 30D | -31.9% | +4.9% | -36.9% | -35.5% |
| 3M | -48.0% | +2.5% | -50.5% | -49.5% |
| 6M | -62.6% | +11.0% | -73.6% | -66.4% |
| YTD | -63.3% | +16.0% | -79.2% | -68.4% |
| 1Y | -58.4% | +17.5% | -75.9% | -64.7% |
| 3Y | -38.2% | +67.0% | -105.2% | -62.7% |
| 5Y | -11.1% | +64.8% | -75.9% | -45.9% |
| All | -38.8% | +262.6% | -301.5% | -86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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