+134.5%
CVE vs IONS
+17.3%
+117.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.8% |
| 7D | -16.1% | -9.4% | -6.7% | -14.8% |
| 30D | -10.4% | -10.7% | +0.4% | -8.9% |
| 3M | -2.4% | -27.7% | +25.3% | +2.1% |
| 6M | -4.4% | -48.7% | +44.3% | +4.5% |
| YTD | +64.9% | -50.2% | +115.1% | +80.7% |
| 1Y | +66.0% | -46.8% | +112.8% | +79.7% |
| 3Y | +57.7% | -14.8% | +72.5% | +52.0% |
| 5Y | +144.7% | +17.0% | +127.7% | +114.5% |
| All | +134.5% | +17.3% | +117.2% | +126.6% |
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