+58.2%
IONS vs VSXY
+37.4%
+20.9%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -0.3% |
| 7D | -4.8% | -14.0% | +9.1% | -3.6% |
| 30D | +7.2% | -15.9% | +23.1% | +8.7% |
| 3M | -22.7% | +3.4% | -26.1% | -23.1% |
| 6M | -26.9% | +25.9% | -52.8% | -29.4% |
| YTD | -26.6% | +39.5% | -66.1% | -30.0% |
| 1Y | -2.1% | +194.4% | -196.5% | -14.0% |
| 3Y | +43.4% | +281.4% | -238.0% | +17.3% |
| 5Y | +47.0% | +12.8% | +34.2% | +35.3% |
| All | +58.2% | +37.4% | +20.9% | +43.3% |
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