+146.2%
CVE vs IONS
+13.2%
+133.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.4% | +0.6% | -2.5% |
| 7D | -14.1% | -12.6% | -1.5% | -13.1% |
| 30D | -11.6% | -11.8% | +0.2% | -10.7% |
| 3M | 0.0% | -28.4% | +28.4% | +2.7% |
| 6M | -8.4% | -48.4% | +40.1% | -3.5% |
| YTD | +65.9% | -51.0% | +116.9% | +75.5% |
| 1Y | +69.4% | -48.0% | +117.5% | +77.9% |
| 3Y | +55.9% | -17.8% | +73.7% | +50.3% |
| 5Y | +146.2% | +15.2% | +131.0% | +133.3% |
| All | +146.2% | +13.2% | +133.0% | +133.3% |
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 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