+148.6%
CVE vs IONS
-32.1%
+180.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.4% | -5.8% | -0.3% |
| 7D | +5.9% | -26.3% | +32.2% | +10.2% |
| 30D | -10.9% | -31.9% | +21.1% | -6.1% |
| 3M | -4.5% | -48.0% | +43.5% | +4.4% |
| 6M | -1.0% | -62.6% | +61.6% | +13.1% |
| YTD | +74.7% | -63.3% | +138.0% | +99.6% |
| 1Y | +65.8% | -58.4% | +124.2% | +85.3% |
| 3Y | +73.2% | -38.2% | +111.4% | +74.2% |
| 5Y | +155.6% | -11.1% | +166.7% | +130.4% |
| All | +148.6% | -32.1% | +180.7% | +152.1% |
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