+116.6%
VSH vs IONS
-5.7%
+122.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -21.4% | +34.8% | +18.0% |
| 7D | +3.5% | -24.8% | +28.3% | +8.9% |
| 30D | -22.4% | -31.5% | +9.1% | -16.5% |
| 3M | -25.2% | -45.2% | +20.0% | -15.6% |
| 6M | -22.5% | -59.1% | +36.5% | -8.1% |
| YTD | +84.2% | -60.8% | +145.0% | +120.7% |
| 1Y | +87.1% | -57.9% | +144.9% | +119.9% |
| 3Y | +31.7% | -34.5% | +66.1% | +33.2% |
| 5Y | +42.6% | -8.8% | +51.4% | +28.3% |
| 10Y | +116.6% | -19.2% | +135.8% | +93.7% |
| All | +116.6% | -5.7% | +122.3% | +93.7% |
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