-100.0%
VIVK vs IONS
-32.1%
-67.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +6.4% | -13.9% | -7.8% |
| 7D | -57.7% | -26.3% | -31.4% | -57.0% |
| 30D | -87.3% | -31.9% | -55.3% | -87.1% |
| 3M | -98.9% | -48.0% | -50.9% | -98.9% |
| 6M | -100.0% | -62.6% | -37.4% | -100.0% |
| YTD | -100.0% | -63.3% | -36.7% | -100.0% |
| 1Y | -100.0% | -58.4% | -41.6% | -100.0% |
| 3Y | -100.0% | -38.2% | -61.8% | -100.0% |
| 5Y | -100.0% | -11.1% | -88.9% | -100.0% |
| All | -100.0% | -32.1% | -67.9% | -100.0% |
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