-42.5%
IONS vs VIG
+262.6%
-305.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | -29.6% | +3.1% | -32.7% | -32.1% |
| 30D | -35.6% | +5.0% | -40.6% | -39.0% |
| 3M | -51.7% | +2.7% | -54.4% | -53.2% |
| 6M | -64.0% | +11.0% | -74.9% | -67.7% |
| YTD | -65.5% | +16.0% | -81.4% | -70.3% |
| 1Y | -62.4% | +16.3% | -78.7% | -67.7% |
| 3Y | -41.1% | +66.8% | -107.9% | -64.4% |
| 5Y | -16.5% | +64.8% | -81.2% | -49.2% |
| All | -42.5% | +262.6% | -305.1% | -87.4% |
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