+62.8%
CVE vs IONS
+189.6%
-126.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.4% | +0.6% | -2.3% |
| 7D | -14.1% | -12.6% | -1.5% | -12.6% |
| 30D | -11.6% | -11.8% | +0.2% | -10.3% |
| 3M | 0.0% | -28.4% | +28.4% | +4.0% |
| 6M | -8.4% | -48.4% | +40.1% | -1.4% |
| YTD | +65.9% | -51.0% | +116.9% | +79.4% |
| 1Y | +69.4% | -48.0% | +117.5% | +81.7% |
| 3Y | +55.9% | -17.8% | +73.7% | +53.1% |
| 5Y | +146.2% | +15.2% | +131.0% | +125.6% |
| 10Y | +140.6% | +43.0% | +97.6% | +110.6% |
| All | +62.8% | +189.6% | -126.8% | -15.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling