-48.5%
VFC vs IONS
-29.6%
-18.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | -1.4% | -29.4% | +28.1% | +4.1% |
| 30D | +30.7% | -35.1% | +65.8% | +40.0% |
| 3M | +40.6% | -48.9% | +89.5% | +56.9% |
| 6M | +16.5% | -62.4% | +78.9% | +35.8% |
| YTD | +16.2% | -64.2% | +80.4% | +36.6% |
| 1Y | +42.4% | -60.9% | +103.3% | +64.7% |
| 3Y | +48.1% | -38.9% | +87.0% | +51.5% |
| 5Y | -67.8% | -15.6% | -52.2% | -69.6% |
| 10Y | -48.5% | -33.5% | -15.0% | -49.2% |
| All | -48.5% | -29.6% | -18.8% | -49.2% |
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 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