-6.0%
VSAT vs IONS
-27.6%
+21.6%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -9.1% | +9.7% | +2.7% |
| 7D | -0.5% | -30.3% | +29.8% | +6.5% |
| 30D | +4.0% | -37.7% | +41.7% | +14.4% |
| 3M | -11.8% | -50.5% | +38.7% | +2.3% |
| 6M | +6.9% | -62.8% | +69.7% | +31.3% |
| YTD | +117.2% | -64.4% | +181.6% | +168.9% |
| 1Y | +102.4% | -59.5% | +161.9% | +143.1% |
| 3Y | +295.5% | -39.2% | +334.7% | +309.2% |
| 5Y | +37.0% | -15.3% | +52.4% | +27.3% |
| 10Y | -6.0% | -31.2% | +25.1% | -13.8% |
| All | -6.0% | -27.6% | +21.6% | -13.8% |
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