+778.9%
VLO vs IONS
-36.2%
+815.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.6% | +6.7% | +3.6% |
| 7D | +6.8% | -29.6% | +36.4% | +11.7% |
| 30D | -17.9% | -35.6% | +17.7% | -12.9% |
| 3M | +13.5% | -51.7% | +65.2% | +25.4% |
| 6M | +53.0% | -64.0% | +117.0% | +75.4% |
| YTD | +133.7% | -65.5% | +199.2% | +168.8% |
| 1Y | +115.7% | -62.4% | +178.1% | +144.1% |
| 3Y | +231.9% | -41.1% | +273.0% | +233.5% |
| 5Y | +471.6% | -16.5% | +488.0% | +409.6% |
| All | +778.9% | -36.2% | +815.1% | +739.9% |
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