-67.9%
VFC vs IONS
+17.1%
-85.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.2% |
| 7D | +11.2% | -9.4% | +20.6% | +13.3% |
| 30D | +41.5% | -10.7% | +52.2% | +44.4% |
| 3M | +38.9% | -27.7% | +66.6% | +47.6% |
| 6M | +6.1% | -48.7% | +54.8% | +19.1% |
| YTD | +14.5% | -50.2% | +64.7% | +29.2% |
| 1Y | +46.0% | -46.8% | +92.8% | +62.1% |
| 3Y | +36.4% | -14.8% | +51.2% | +28.2% |
| All | -67.9% | +17.1% | -85.0% | -71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling