+964.7%
VFC vs IONS
+440.4%
+524.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.4% | +2.4% |
| 7D | -1.6% | -4.8% | +3.2% | -1.2% |
| 30D | -11.6% | +7.2% | -18.8% | -12.1% |
| 3M | -18.1% | -22.7% | +4.6% | -16.8% |
| 6M | -27.4% | -26.9% | -0.5% | -25.9% |
| YTD | -24.8% | -26.6% | +1.7% | -23.4% |
| 1Y | -8.2% | -2.1% | -6.1% | -8.6% |
| 3Y | -29.1% | +43.4% | -72.5% | -32.2% |
| 5Y | -79.2% | +47.0% | -126.2% | -80.3% |
| 10Y | -68.1% | +97.2% | -165.3% | -71.0% |
| All | +964.7% | +440.4% | +524.3% | +705.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling