+36.6%
CTVA vs IONS
-11.8%
+48.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.4% | -3.8% | +2.0% |
| 7D | -20.8% | -26.3% | +5.5% | -18.7% |
| 30D | -29.6% | -31.9% | +2.3% | -27.3% |
| 3M | -16.9% | -48.0% | +31.1% | -11.8% |
| 6M | -24.3% | -62.6% | +38.3% | -17.2% |
| YTD | -5.6% | -63.3% | +57.7% | +3.3% |
| 1Y | -4.2% | -58.4% | +54.2% | +3.4% |
| 3Y | +43.3% | -38.2% | +81.5% | +44.2% |
| All | +36.6% | -11.8% | +48.5% | +32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling