+221.9%
CVX vs IONS
+84.6%
+137.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.0% |
| 7D | +1.0% | -8.7% | +9.6% | +1.9% |
| 30D | +10.7% | -1.6% | +12.3% | +10.7% |
| 3M | +15.5% | -24.9% | +40.4% | +18.3% |
| 6M | +14.9% | -25.7% | +40.6% | +17.6% |
| YTD | +44.2% | -29.2% | +73.4% | +48.2% |
| 1Y | +43.5% | -13.0% | +56.5% | +43.7% |
| 3Y | +45.0% | +35.9% | +9.0% | +33.6% |
| 5Y | +172.2% | +54.5% | +117.7% | +140.2% |
| 10Y | +221.9% | +93.1% | +128.8% | +179.9% |
| All | +221.9% | +84.6% | +137.3% | +179.9% |
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 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