+57.7%
CVE vs IONS
-16.4%
+74.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.7% |
| 7D | -16.1% | -9.4% | -6.7% | -15.6% |
| 30D | -10.4% | -10.7% | +0.4% | -9.8% |
| 3M | -2.4% | -27.7% | +25.3% | -0.7% |
| 6M | -4.4% | -48.7% | +44.3% | -0.6% |
| YTD | +64.9% | -50.2% | +115.1% | +71.8% |
| 1Y | +66.0% | -46.8% | +112.8% | +71.9% |
| 3Y | +57.7% | -14.8% | +72.5% | +43.7% |
| All | +57.7% | -16.4% | +74.0% | +43.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling