+952.8%
VSH vs IONS
+266.7%
+686.1%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.6% | +4.1% | +5.5% |
| 7D | -12.9% | -9.4% | -3.5% | -11.4% |
| 30D | -36.9% | -10.7% | -26.1% | -35.6% |
| 3M | -28.8% | -27.7% | -1.1% | -25.0% |
| 6M | -30.3% | -48.7% | +18.4% | -23.1% |
| YTD | +62.4% | -50.2% | +112.5% | +79.8% |
| 1Y | +62.5% | -46.8% | +109.3% | +77.9% |
| 3Y | +7.4% | -14.8% | +22.2% | +6.4% |
| 5Y | +25.4% | +17.0% | +8.4% | +15.5% |
| 10Y | +102.6% | +45.3% | +57.3% | +70.8% |
| All | +952.8% | +266.7% | +686.1% | +444.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling