+1,216.9%
VST vs IONS
+62.9%
+1,154.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.5% |
| 7D | +8.9% | -4.8% | +13.8% | +9.7% |
| 30D | +6.2% | +7.2% | -1.0% | +5.1% |
| 3M | -2.7% | -22.7% | +20.0% | 0.0% |
| 6M | -8.4% | -26.9% | +18.5% | -5.2% |
| YTD | -7.2% | -26.6% | +19.4% | -4.2% |
| 1Y | -20.9% | -2.1% | -18.8% | -22.1% |
| 3Y | +384.0% | +43.4% | +340.6% | +333.3% |
| 5Y | +757.1% | +47.0% | +710.1% | +647.5% |
| All | +1,216.9% | +62.9% | +1,154.0% | +1,014.6% |
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