+54.5%
IONS vs VSXY
+19.3%
+35.2%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | -0.9% |
| 7D | -8.7% | -10.7% | +2.1% | -7.8% |
| 30D | -1.6% | -24.3% | +22.6% | +0.7% |
| 3M | -24.9% | +1.0% | -25.9% | -25.1% |
| 6M | -25.7% | +57.4% | -83.0% | -29.9% |
| YTD | -29.2% | +39.8% | -69.0% | -32.7% |
| 1Y | -13.0% | +196.5% | -209.5% | -24.1% |
| 3Y | +35.9% | +357.2% | -321.3% | +7.0% |
| 5Y | +54.5% | +18.9% | +35.6% | +51.8% |
| All | +54.5% | +19.3% | +35.2% | +51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling