-14.8%
IONS vs VLTO
+69.5%
-84.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.5% |
| 7D | -9.4% | +5.4% | -14.8% | -10.6% |
| 30D | -10.7% | +22.3% | -33.0% | -15.3% |
| 3M | -27.7% | +19.6% | -47.3% | -31.0% |
| 6M | -48.7% | +35.2% | -83.9% | -52.9% |
| YTD | -50.2% | +17.9% | -68.0% | -52.5% |
| 1Y | -46.8% | +19.5% | -66.3% | -49.6% |
| 3Y | -14.8% | +73.9% | -88.8% | -30.7% |
| All | -14.8% | +69.5% | -84.3% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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