+8.3%
COF vs IONS
-61.6%
+69.9%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.4% | -5.6% | +0.7% |
| 7D | -3.4% | -26.3% | +22.9% | -3.4% |
| 30D | +0.4% | -31.9% | +32.3% | 0.0% |
| 3M | -12.5% | -48.0% | +35.4% | -13.6% |
| 6M | +8.3% | -62.6% | +70.9% | +1.9% |
| All | +8.3% | -61.6% | +69.9% | +1.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling