+245.1%
VIK vs IONS
-31.4%
+276.4%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.8% | +2.2% |
| 7D | -1.2% | -29.4% | +28.2% | +2.5% |
| 30D | +11.5% | -35.1% | +46.6% | +16.8% |
| 3M | -11.3% | -48.9% | +37.6% | -4.7% |
| 6M | +11.3% | -62.4% | +73.7% | +22.9% |
| YTD | +26.1% | -64.2% | +90.3% | +40.1% |
| 1Y | +50.0% | -60.9% | +110.9% | +64.8% |
| All | +245.1% | -31.4% | +276.4% | +244.1% |
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 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