+47.7%
IONS vs VSXY
+37.5%
+10.1%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.1% | -5.7% | -2.9% |
| 7D | -6.7% | +0.1% | -6.8% | -6.7% |
| 30D | -4.1% | -18.7% | +14.6% | -2.5% |
| 3M | -26.6% | -4.0% | -22.6% | -26.5% |
| 6M | -27.5% | +67.5% | -95.0% | -32.0% |
| YTD | -31.5% | +39.7% | -71.1% | -34.7% |
| 1Y | -15.3% | +180.0% | -195.3% | -25.3% |
| 3Y | +31.3% | +337.3% | -306.0% | +5.5% |
| 5Y | +50.2% | +22.7% | +27.5% | +37.7% |
| All | +47.7% | +37.5% | +10.1% | +33.7% |
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