+420.0%
VLO vs IONS
+17.1%
+402.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -1.5% |
| 7D | -13.3% | -9.4% | -3.9% | -12.8% |
| 30D | -18.3% | -10.7% | -7.6% | -17.8% |
| 3M | +14.3% | -27.7% | +42.0% | +16.3% |
| 6M | +47.6% | -48.7% | +96.3% | +53.4% |
| YTD | +116.0% | -50.2% | +166.1% | +124.6% |
| 1Y | +101.0% | -46.8% | +147.8% | +107.6% |
| 3Y | +199.0% | -14.8% | +213.9% | +186.4% |
| All | +420.0% | +17.1% | +402.9% | +389.4% |
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 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