+130.1%
CVE vs IONS
-5.7%
+135.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -21.4% | +21.9% | +3.7% |
| 7D | -10.1% | -24.8% | +14.8% | -6.6% |
| 30D | -12.1% | -31.5% | +19.4% | -7.5% |
| 3M | -1.9% | -45.2% | +43.3% | +6.5% |
| 6M | -1.8% | -59.1% | +57.2% | +10.5% |
| YTD | +65.8% | -60.8% | +126.6% | +87.4% |
| 1Y | +60.8% | -57.9% | +118.7% | +79.4% |
| 3Y | +70.1% | -34.5% | +104.6% | +69.9% |
| 5Y | +134.8% | -8.8% | +143.6% | +112.2% |
| 10Y | +130.1% | -19.2% | +149.3% | +138.3% |
| All | +130.1% | -5.7% | +135.8% | +138.3% |
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