+98.0%
VCIT vs IONS
+409.6%
-311.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -0.3% | -4.8% | +4.5% | -0.3% |
| 30D | -0.8% | +7.2% | -8.0% | -0.8% |
| 3M | -1.0% | -22.7% | +21.7% | -0.9% |
| 6M | -1.8% | -26.9% | +25.0% | -1.8% |
| YTD | -0.7% | -26.6% | +25.9% | -0.6% |
| 1Y | +1.0% | -2.1% | +3.1% | +1.0% |
| 3Y | +18.8% | +43.4% | -24.6% | +18.6% |
| 5Y | +3.5% | +47.0% | -43.5% | +3.3% |
| 10Y | +29.2% | +97.2% | -68.0% | +29.8% |
| All | +98.0% | +409.6% | -311.6% | +102.5% |
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