+25.4%
VTEB vs IONS
+16.3%
+9.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +2.9% | +0.4% |
| 7D | -0.9% | -6.7% | +5.8% | -0.9% |
| 30D | -2.5% | -4.1% | +1.6% | -2.5% |
| 3M | -3.0% | -26.6% | +23.6% | -2.9% |
| 6M | -2.1% | -27.5% | +25.4% | -2.0% |
| YTD | -1.5% | -31.5% | +30.0% | -1.4% |
| 1Y | +0.2% | -15.3% | +15.5% | +0.2% |
| 3Y | +8.6% | +31.3% | -22.7% | +8.3% |
| 5Y | +1.2% | +50.2% | -49.0% | +1.0% |
| 10Y | +18.1% | +86.9% | -68.8% | +18.7% |
| All | +25.4% | +16.3% | +9.1% | +26.1% |
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