+35.7%
IONS vs VYM
+64.8%
-29.2%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.8% |
| 7D | -8.7% | -1.0% | -7.7% | -7.9% |
| 30D | -1.6% | -2.0% | +0.4% | +0.1% |
| 3M | -24.9% | +3.1% | -27.9% | -26.8% |
| 6M | -25.7% | +8.9% | -34.6% | -31.1% |
| YTD | -29.2% | +14.7% | -43.9% | -37.2% |
| 1Y | -13.0% | +19.4% | -32.4% | -25.6% |
| All | +35.7% | +64.8% | -29.2% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 3y: compounded portfolio wealth divided by compounded VYM 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…
3y analysis · Full analysis span regression · 6 months rolling