+167.9%
VSH vs IONS
+88.4%
+79.5%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.3% | -0.5% |
| 7D | +6.2% | -5.3% | +11.5% | +7.5% |
| 30D | -11.1% | +0.3% | -11.4% | -11.3% |
| 3M | -44.9% | -22.9% | -22.0% | -42.6% |
| 6M | +90.0% | -23.4% | +113.4% | +98.0% |
| YTD | +118.8% | -28.3% | +147.1% | +131.5% |
| 1Y | +109.0% | -7.0% | +116.0% | +107.8% |
| 3Y | +35.6% | +37.6% | -2.0% | +17.6% |
| 5Y | +66.7% | +53.4% | +13.3% | +36.2% |
| 10Y | +167.9% | +83.9% | +84.0% | +113.7% |
| All | +167.9% | +88.4% | +79.5% | +113.7% |
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