+2,275.1%
VALE vs IONS
+254.6%
+2,020.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | +1.6% | -4.8% | +6.4% | +2.5% |
| 30D | +5.1% | +7.2% | -2.1% | +3.8% |
| 3M | -0.4% | -22.7% | +22.3% | +3.1% |
| 6M | -2.2% | -26.9% | +24.7% | +2.1% |
| YTD | +20.5% | -26.6% | +47.1% | +25.7% |
| 1Y | +61.2% | -2.1% | +63.3% | +59.3% |
| 3Y | +43.1% | +43.4% | -0.3% | +27.2% |
| 5Y | +34.0% | +47.0% | -13.0% | +14.4% |
| 10Y | +469.7% | +97.2% | +372.5% | +327.0% |
| All | +2,275.1% | +254.6% | +2,020.4% | +998.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 IONS 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