+453.2%
IONS vs VYM
+492.8%
-39.6%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.3% |
| 7D | -4.8% | 0.0% | -4.8% | -4.8% |
| 30D | +7.2% | -0.5% | +7.7% | +7.8% |
| 3M | -22.7% | +3.0% | -25.7% | -25.2% |
| 6M | -26.9% | +8.2% | -35.1% | -32.9% |
| YTD | -26.6% | +15.8% | -42.4% | -37.2% |
| 1Y | -2.1% | +20.8% | -23.0% | -20.0% |
| 3Y | +43.4% | +65.3% | -21.8% | -16.2% |
| 5Y | +47.0% | +76.6% | -29.6% | -20.6% |
| 10Y | +97.2% | +203.9% | -106.7% | -42.8% |
| All | +453.2% | +492.8% | -39.6% | -23.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling