+33.0%
IONS vs VLTO
+27.2%
+5.8%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.3% |
| 7D | -4.8% | -2.3% | -2.6% | -4.4% |
| 30D | +7.2% | -0.9% | +8.1% | +7.4% |
| 3M | -22.7% | +13.8% | -36.5% | -25.1% |
| 6M | -26.9% | +2.0% | -28.9% | -27.5% |
| YTD | -26.6% | -3.2% | -23.4% | -26.4% |
| 1Y | -2.1% | -9.2% | +7.0% | -0.5% |
| All | +33.0% | +27.2% | +5.8% | +25.6% |
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