-100.0%
VIVK vs IONS
+52.5%
-152.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.2% | -5.1% | -6.3% |
| 7D | -7.9% | -8.7% | +0.8% | -7.3% |
| 30D | -42.0% | -1.6% | -40.3% | -41.9% |
| 3M | -92.5% | -24.9% | -67.6% | -92.4% |
| 6M | -98.0% | -25.7% | -72.3% | -98.0% |
| YTD | -97.9% | -29.2% | -68.7% | -97.9% |
| 1Y | -100.0% | -13.0% | -87.0% | -100.0% |
| 3Y | -100.0% | +35.9% | -135.9% | -100.0% |
| 5Y | -100.0% | +54.5% | -154.5% | -100.0% |
| All | -100.0% | +52.5% | -152.5% | -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 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