-48.6%
VFC vs IONS
-32.1%
-16.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +6.4% | -3.2% | +2.1% |
| 7D | +1.6% | -26.3% | +27.9% | +6.5% |
| 30D | +25.5% | -31.9% | +57.4% | +33.3% |
| 3M | +41.3% | -48.0% | +89.3% | +57.2% |
| 6M | +22.2% | -62.6% | +84.8% | +42.8% |
| YTD | +16.4% | -63.3% | +79.7% | +36.3% |
| 1Y | +38.4% | -58.4% | +96.8% | +58.3% |
| 3Y | +56.2% | -38.2% | +94.4% | +59.5% |
| 5Y | -68.2% | -11.1% | -57.1% | -70.2% |
| All | -48.6% | -32.1% | -16.5% | -49.4% |
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