+555.6%
IONS vs VO
+827.2%
-271.6%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | +0.1% |
| 7D | -4.8% | -0.3% | -4.6% | -4.6% |
| 30D | +7.2% | -0.3% | +7.5% | +7.5% |
| 3M | -22.7% | +2.9% | -25.6% | -25.2% |
| 6M | -26.9% | +9.3% | -36.2% | -33.6% |
| YTD | -26.6% | +14.2% | -40.8% | -36.2% |
| 1Y | -2.1% | +15.3% | -17.4% | -15.9% |
| 3Y | +43.4% | +56.2% | -12.8% | -10.5% |
| 5Y | +47.0% | +42.4% | +4.5% | -0.3% |
| 10Y | +97.2% | +194.7% | -97.6% | -38.4% |
| All | +555.6% | +827.2% | -271.6% | -51.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling