-29.0%
IONS vs VLTO
+56.1%
-85.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +0.8% | -22.2% | -21.5% |
| 7D | -24.8% | +2.0% | -26.9% | -25.1% |
| 30D | -31.5% | +21.8% | -53.3% | -34.4% |
| 3M | -45.2% | +20.2% | -65.4% | -47.3% |
| 6M | -59.1% | +36.3% | -95.4% | -61.9% |
| YTD | -60.8% | +18.8% | -79.6% | -62.4% |
| 1Y | -57.9% | +20.4% | -78.3% | -59.8% |
| 3Y | -34.5% | +71.9% | -106.4% | -39.6% |
| All | -29.0% | +56.1% | -85.1% | -35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling