+113.0%
VWO vs IONS
+87.6%
+25.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.3% | +1.0% |
| 7D | -1.8% | -6.7% | +4.9% | -1.0% |
| 30D | -0.1% | -4.1% | +4.0% | +0.3% |
| 3M | +2.2% | -26.6% | +28.8% | +5.2% |
| 6M | +8.8% | -27.5% | +36.3% | +12.0% |
| YTD | +12.4% | -31.5% | +43.9% | +16.5% |
| 1Y | +15.6% | -15.3% | +30.9% | +16.6% |
| 3Y | +62.5% | +31.3% | +31.2% | +51.0% |
| 5Y | +34.3% | +50.2% | -15.9% | +19.9% |
| All | +113.0% | +87.6% | +25.4% | +91.4% |
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