-11.2%
IONS vs VLTO
+54.1%
-65.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.3% |
| 7D | -12.6% | +12.0% | -24.6% | -14.6% |
| 30D | -11.8% | +20.8% | -32.7% | -15.3% |
| 3M | -28.4% | +20.1% | -48.5% | -31.2% |
| 6M | -48.4% | +32.6% | -81.1% | -51.7% |
| YTD | -51.0% | +17.3% | -68.3% | -52.9% |
| 1Y | -48.0% | +17.3% | -65.3% | -50.1% |
| 3Y | -17.8% | +66.9% | -84.7% | -24.3% |
| All | -11.2% | +54.1% | -65.3% | -19.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling