+280.8%
IONS vs VIG
+648.1%
-367.2%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +2.4% | -23.8% | -24.1% |
| 7D | -24.8% | +0.4% | -25.2% | -25.8% |
| 30D | -31.5% | +4.3% | -35.8% | -35.3% |
| 3M | -45.2% | +2.0% | -47.2% | -46.8% |
| 6M | -59.1% | +10.2% | -69.2% | -63.7% |
| YTD | -60.8% | +14.8% | -75.6% | -66.9% |
| 1Y | -57.9% | +17.5% | -75.3% | -65.3% |
| 3Y | -34.5% | +67.4% | -101.9% | -64.2% |
| 5Y | -8.8% | +63.4% | -72.2% | -49.5% |
| 10Y | -19.2% | +259.9% | -279.1% | -83.4% |
| All | +280.8% | +648.1% | -367.2% | -66.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling