-11.1%
VRSK vs IONS
+50.3%
-61.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +0.4% |
| 7D | -5.2% | -6.7% | +1.5% | -4.7% |
| 30D | -2.3% | -4.1% | +1.8% | -2.1% |
| 3M | -2.9% | -26.6% | +23.6% | -1.0% |
| 6M | -12.8% | -27.5% | +14.7% | -11.0% |
| YTD | -20.8% | -31.5% | +10.7% | -18.9% |
| 1Y | -33.2% | -15.3% | -17.9% | -32.9% |
| 3Y | -26.6% | +31.3% | -57.9% | -31.1% |
| All | -11.1% | +50.3% | -61.4% | -19.3% |
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