+152.5%
VMC vs IONS
+84.6%
+67.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.0% | -3.1% |
| 7D | -5.3% | -8.7% | +3.3% | -4.1% |
| 30D | -12.3% | -1.6% | -10.6% | -12.1% |
| 3M | -10.3% | -24.9% | +14.6% | -7.2% |
| 6M | -8.6% | -25.7% | +17.1% | -5.4% |
| YTD | -11.9% | -29.2% | +17.3% | -8.3% |
| 1Y | -13.9% | -13.0% | -0.9% | -13.2% |
| 3Y | +18.2% | +35.9% | -17.8% | +7.6% |
| 5Y | +47.7% | +54.5% | -6.7% | +28.8% |
| 10Y | +152.5% | +93.1% | +59.4% | +94.1% |
| All | +152.5% | +84.6% | +67.9% | +94.1% |
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