+147.1%
VXUS vs IONS
-29.6%
+176.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.9% |
| 7D | -0.5% | -29.4% | +28.9% | +3.2% |
| 30D | -1.2% | -35.1% | +33.9% | +3.5% |
| 3M | -3.8% | -48.9% | +45.1% | +3.6% |
| 6M | -1.7% | -62.4% | +60.8% | +9.2% |
| YTD | +11.4% | -64.2% | +75.6% | +24.4% |
| 1Y | +13.3% | -60.9% | +74.2% | +25.0% |
| 3Y | +70.0% | -38.9% | +108.9% | +72.3% |
| 5Y | +48.1% | -15.6% | +63.7% | +40.1% |
| 10Y | +147.1% | -33.5% | +180.5% | +140.0% |
| All | +147.1% | -29.6% | +176.7% | +140.0% |
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