+31.5%
CVS vs IONS
+51.6%
-20.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.5% |
| 7D | -1.6% | -5.3% | +3.7% | -1.2% |
| 30D | +0.4% | +0.3% | +0.1% | +0.3% |
| 3M | -0.4% | -22.9% | +22.5% | +1.1% |
| 6M | +25.1% | -23.4% | +48.6% | +27.1% |
| YTD | +23.9% | -28.3% | +52.2% | +26.3% |
| 1Y | +41.1% | -7.0% | +48.1% | +41.1% |
| 3Y | +63.6% | +37.6% | +26.0% | +55.7% |
| 5Y | +31.5% | +53.4% | -21.9% | +23.8% |
| All | +31.5% | +51.6% | -20.1% | +23.8% |
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 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