+246.3%
IONS vs VIG
+650.0%
-403.7%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +0.3% | -9.3% | -9.4% |
| 7D | -30.3% | +1.0% | -31.2% | -31.7% |
| 30D | -37.7% | +4.5% | -42.3% | -41.4% |
| 3M | -50.5% | +2.1% | -52.6% | -52.0% |
| 6M | -62.8% | +10.5% | -73.2% | -67.1% |
| YTD | -64.4% | +15.1% | -79.4% | -70.0% |
| 1Y | -59.5% | +16.9% | -76.4% | -66.4% |
| 3Y | -39.2% | +65.6% | -104.8% | -66.4% |
| 5Y | -15.3% | +64.4% | -79.7% | -53.4% |
| 10Y | -31.2% | +260.6% | -291.8% | -85.9% |
| All | +246.3% | +650.0% | -403.7% | -69.7% |
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