+195.0%
COHR vs IONS
-14.8%
+209.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.6% | +6.7% | +4.5% |
| 7D | +8.3% | -6.7% | +15.0% | +9.2% |
| 30D | -14.1% | -4.1% | -10.0% | -13.9% |
| 3M | -16.0% | -26.6% | +10.6% | -17.5% |
| 6M | +21.5% | -27.5% | +49.0% | +19.6% |
| YTD | +65.4% | -31.5% | +96.9% | +67.4% |
| 1Y | +195.0% | -15.3% | +210.4% | +220.3% |
| All | +195.0% | -14.8% | +209.8% | +220.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling