-20.8%
IONS vs VSXY
+93.0%
-113.9%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.5% | +4.9% | +6.3% |
| 7D | -26.3% | -1.7% | -24.5% | -26.2% |
| 30D | -31.9% | +20.1% | -52.1% | -33.1% |
| 3M | -48.0% | +16.6% | -64.6% | -48.9% |
| 6M | -62.6% | +134.9% | -197.5% | -65.9% |
| YTD | -63.3% | +96.0% | -159.3% | -66.1% |
| 1Y | -58.4% | +203.8% | -262.2% | -63.4% |
| 3Y | -38.2% | +465.3% | -503.6% | -51.2% |
| 5Y | -11.1% | +106.3% | -117.4% | -22.0% |
| All | -20.8% | +93.0% | -113.9% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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