+396.2%
VUG vs IONS
-27.6%
+423.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -9.1% | +8.3% | +0.7% |
| 7D | -1.2% | -30.3% | +29.1% | +4.2% |
| 30D | -8.9% | -37.7% | +28.9% | -2.1% |
| 3M | -5.9% | -50.5% | +44.6% | +4.7% |
| 6M | -3.3% | -62.8% | +59.5% | +11.8% |
| YTD | +3.4% | -64.4% | +67.8% | +20.2% |
| 1Y | +1.9% | -59.5% | +61.4% | +15.6% |
| 3Y | +76.9% | -39.2% | +116.1% | +79.2% |
| 5Y | +63.9% | -15.3% | +79.2% | +51.1% |
| 10Y | +396.2% | -31.2% | +427.4% | +373.9% |
| All | +396.2% | -27.6% | +423.8% | +373.9% |
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