+613.6%
IONS vs VIG
+623.5%
-9.9%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.5% |
| 7D | -4.8% | -0.4% | -4.4% | -4.4% |
| 30D | +7.2% | -1.0% | +8.2% | +8.4% |
| 3M | -22.7% | +2.8% | -25.4% | -25.2% |
| 6M | -26.9% | +8.2% | -35.1% | -33.3% |
| YTD | -26.6% | +11.0% | -37.6% | -35.0% |
| 1Y | -2.1% | +16.1% | -18.3% | -17.7% |
| 3Y | +43.4% | +56.2% | -12.7% | -14.8% |
| 5Y | +47.0% | +63.0% | -16.0% | -17.7% |
| 10Y | +97.2% | +241.4% | -144.2% | -56.2% |
| All | +613.6% | +623.5% | -9.9% | -34.3% |
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 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