-33.5%
IONS vs VO
+202.1%
-235.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | -0.6% |
| 7D | -29.4% | +0.2% | -29.7% | -30.0% |
| 30D | -35.1% | +2.0% | -37.1% | -36.7% |
| 3M | -48.9% | -0.3% | -48.6% | -49.1% |
| 6M | -62.4% | +7.3% | -69.7% | -65.1% |
| YTD | -64.2% | +15.0% | -79.2% | -68.8% |
| 1Y | -60.9% | +14.7% | -75.6% | -65.8% |
| 3Y | -38.9% | +67.3% | -106.2% | -62.4% |
| 5Y | -15.6% | +38.8% | -54.4% | -38.5% |
| 10Y | -33.5% | +201.6% | -235.0% | -83.7% |
| All | -33.5% | +202.1% | -235.6% | -83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling