-68.8%
VFC vs IONS
+88.4%
-157.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -1.4% |
| 7D | +0.8% | -5.3% | +6.1% | +1.8% |
| 30D | -11.9% | +0.3% | -12.2% | -12.1% |
| 3M | -20.2% | -22.9% | +2.7% | -17.4% |
| 6M | -23.0% | -23.4% | +0.4% | -20.3% |
| YTD | -26.2% | -28.3% | +2.1% | -22.7% |
| 1Y | -13.3% | -7.0% | -6.3% | -13.6% |
| 3Y | -25.5% | +37.6% | -63.1% | -33.3% |
| 5Y | -78.1% | +53.4% | -131.5% | -81.2% |
| 10Y | -68.8% | +83.9% | -152.7% | -74.0% |
| All | -68.8% | +88.4% | -157.2% | -74.0% |
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