+176.8%
IONS vs VYM
+498.6%
-321.9%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.1% | +6.5% | +6.5% |
| 7D | -26.3% | +3.7% | -30.0% | -29.5% |
| 30D | -31.9% | +3.7% | -35.6% | -35.0% |
| 3M | -48.0% | -0.7% | -47.3% | -48.0% |
| 6M | -62.6% | +7.2% | -69.8% | -65.5% |
| YTD | -63.3% | +16.9% | -80.2% | -69.1% |
| 1Y | -58.4% | +19.6% | -78.0% | -65.9% |
| 3Y | -38.2% | +74.6% | -112.8% | -66.1% |
| 5Y | -11.1% | +72.3% | -83.4% | -51.1% |
| 10Y | -31.7% | +206.5% | -238.2% | -80.6% |
| All | +176.8% | +498.6% | -321.9% | -62.4% |
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