-34.5%
IONS vs VIG
+66.1%
-100.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +2.4% | -23.8% | -23.4% |
| 7D | -24.8% | +0.4% | -25.2% | -25.4% |
| 30D | -31.5% | +4.3% | -35.8% | -34.5% |
| 3M | -45.2% | +2.0% | -47.2% | -46.4% |
| 6M | -59.1% | +10.2% | -69.2% | -62.9% |
| YTD | -60.8% | +14.8% | -75.6% | -65.9% |
| 1Y | -57.9% | +17.5% | -75.3% | -64.1% |
| 3Y | -34.5% | +67.4% | -101.9% | -63.3% |
| All | -34.5% | +66.1% | -100.6% | -63.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling