+45.4%
COF vs IONS
+53.9%
-8.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.7% |
| 7D | -6.1% | -4.3% | -1.8% | -5.5% |
| 30D | -5.2% | +0.4% | -5.6% | -5.3% |
| 3M | +17.0% | -24.1% | +41.1% | +20.2% |
| 6M | +12.9% | -26.4% | +39.4% | +16.5% |
| YTD | -13.5% | -29.7% | +16.1% | -10.3% |
| 1Y | -5.9% | -13.0% | +7.2% | -6.0% |
| 3Y | +117.1% | +35.0% | +82.1% | +90.1% |
| 5Y | +45.4% | +54.2% | -8.8% | +21.4% |
| All | +45.4% | +53.9% | -8.5% | +21.4% |
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