+162.3%
CVE vs IONS
+96.6%
+65.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | +2.5% | -4.8% | +7.4% | +3.2% |
| 30D | +16.7% | +7.2% | +9.5% | +15.4% |
| 3M | +9.3% | -22.7% | +31.9% | +12.6% |
| 6M | +43.6% | -26.9% | +70.5% | +48.8% |
| YTD | +93.6% | -26.6% | +120.2% | +100.4% |
| 1Y | +98.8% | -2.1% | +100.9% | +96.0% |
| 3Y | +73.6% | +43.4% | +30.2% | +54.6% |
| 5Y | +312.5% | +47.0% | +265.5% | +254.8% |
| All | +162.3% | +96.6% | +65.7% | +127.2% |
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 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