+60.4%
CVS vs IONS
-32.1%
+92.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.4% | -6.9% | -1.2% |
| 7D | +6.6% | -26.3% | +32.8% | +9.8% |
| 30D | -0.4% | -31.9% | +31.5% | +3.5% |
| 3M | -5.3% | -48.0% | +42.7% | +1.5% |
| 6M | -7.7% | -62.6% | +54.8% | +2.2% |
| YTD | +16.0% | -63.3% | +79.3% | +28.5% |
| 1Y | +16.2% | -58.4% | +74.6% | +26.7% |
| 3Y | +47.6% | -38.2% | +85.8% | +49.7% |
| 5Y | +12.3% | -11.1% | +23.4% | +5.2% |
| All | +60.4% | -32.1% | +92.5% | +55.8% |
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