+320.2%
CVE vs IONS
+47.7%
+272.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | +2.5% | -4.8% | +7.4% | +3.0% |
| 30D | +16.7% | +7.2% | +9.5% | +15.8% |
| 3M | +9.3% | -22.7% | +31.9% | +11.5% |
| 6M | +43.6% | -26.9% | +70.5% | +47.2% |
| YTD | +93.6% | -26.6% | +120.2% | +98.3% |
| 1Y | +98.8% | -2.1% | +100.9% | +96.8% |
| 3Y | +73.6% | +43.4% | +30.2% | +57.8% |
| All | +320.2% | +47.7% | +272.4% | +290.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling