+160.5%
VEA vs IONS
-32.1%
+192.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.4% | -6.4% | -0.8% |
| 7D | +2.3% | -26.3% | +28.5% | +5.6% |
| 30D | +0.2% | -31.9% | +32.1% | +4.4% |
| 3M | -5.3% | -48.0% | +42.6% | +1.9% |
| 6M | -0.9% | -62.6% | +61.6% | +10.3% |
| YTD | +12.2% | -63.3% | +75.5% | +25.1% |
| 1Y | +16.1% | -58.4% | +74.5% | +27.3% |
| 3Y | +73.0% | -38.2% | +111.2% | +75.2% |
| 5Y | +53.7% | -11.1% | +64.8% | +44.3% |
| All | +160.5% | -32.1% | +192.6% | +151.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling