-16.0%
VSAT vs IONS
-32.1%
+16.1%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +6.4% | -11.3% | -6.4% |
| 7D | +5.9% | -26.3% | +32.2% | +11.7% |
| 30D | +9.7% | -31.9% | +41.6% | +18.2% |
| 3M | -18.3% | -48.0% | +29.7% | -6.4% |
| 6M | -4.1% | -62.6% | +58.5% | +17.8% |
| YTD | +96.5% | -63.3% | +159.8% | +141.8% |
| 1Y | +89.3% | -58.4% | +147.7% | +126.0% |
| 3Y | +270.1% | -38.2% | +308.3% | +281.5% |
| 5Y | +26.4% | -11.1% | +37.5% | +15.8% |
| All | -16.0% | -32.1% | +16.1% | -21.9% |
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