+20.8%
IONS vs VT
+214.8%
-194.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.1% | +0.7% | +0.5% |
| 7D | -12.6% | -4.2% | -8.4% | -9.0% |
| 30D | -11.8% | -5.8% | -6.0% | -6.7% |
| 3M | -28.4% | -5.2% | -23.2% | -24.6% |
| 6M | -48.4% | +0.1% | -48.6% | -48.9% |
| YTD | -51.0% | +8.2% | -59.2% | -55.0% |
| 1Y | -48.0% | +10.1% | -58.2% | -53.1% |
| 3Y | -17.8% | +69.7% | -87.4% | -51.8% |
| 5Y | +15.2% | +53.4% | -38.2% | -25.2% |
| All | +20.8% | +214.8% | -194.0% | -65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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