-25.6%
IONS vs VSXY
+90.2%
-115.8%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.8% | +1.2% | -3.2% |
| 7D | -29.6% | -1.6% | -28.0% | -29.6% |
| 30D | -35.6% | +17.8% | -53.4% | -36.6% |
| 3M | -51.7% | +12.5% | -64.2% | -52.4% |
| 6M | -64.0% | +124.7% | -188.7% | -67.1% |
| YTD | -65.5% | +93.2% | -158.6% | -68.1% |
| 1Y | -62.4% | +195.6% | -258.1% | -66.9% |
| 3Y | -41.1% | +434.6% | -475.7% | -53.2% |
| 5Y | -16.5% | +103.3% | -119.8% | -26.6% |
| All | -25.6% | +90.2% | -115.8% | -34.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling