+124.0%
VRSK vs IONS
+87.6%
+36.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +0.5% |
| 7D | -5.2% | -6.7% | +1.5% | -4.4% |
| 30D | -2.3% | -4.1% | +1.8% | -1.9% |
| 3M | -2.9% | -26.6% | +23.6% | -0.1% |
| 6M | -12.8% | -27.5% | +14.7% | -10.2% |
| YTD | -20.8% | -31.5% | +10.7% | -18.1% |
| 1Y | -33.2% | -15.3% | -17.9% | -32.7% |
| 3Y | -26.6% | +31.3% | -57.9% | -32.0% |
| 5Y | -11.3% | +50.2% | -61.5% | -21.1% |
| All | +124.0% | +87.6% | +36.3% | +98.2% |
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