+1,701.1%
VALE vs IONS
+73.0%
+1,628.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | +1.3% | -29.4% | +30.8% | +6.9% |
| 30D | -14.3% | -35.1% | +20.8% | -8.4% |
| 3M | -16.8% | -48.9% | +32.1% | -7.4% |
| 6M | -30.2% | -62.4% | +32.2% | -18.9% |
| YTD | -8.6% | -64.2% | +55.6% | +7.0% |
| 1Y | +1.6% | -60.9% | +62.5% | +17.1% |
| 3Y | +4.1% | -38.9% | +43.0% | +6.9% |
| 5Y | +38.7% | -15.6% | +54.3% | +29.3% |
| 10Y | +214.6% | -33.5% | +248.0% | +185.8% |
| All | +1,701.1% | +73.0% | +1,628.2% | +835.2% |
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