-45.5%
COIN vs IONS
+38.0%
-83.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.4% | -0.7% | -2.0% |
| 7D | +1.2% | -5.3% | +6.5% | +3.3% |
| 30D | +16.5% | +0.3% | +16.2% | +15.6% |
| 3M | +10.4% | -22.9% | +33.3% | +19.6% |
| 6M | -9.3% | -23.4% | +14.1% | -1.6% |
| YTD | -20.9% | -28.3% | +7.4% | -12.1% |
| 1Y | -40.8% | -7.0% | -33.8% | -42.5% |
| 3Y | +118.0% | +37.6% | +80.4% | +50.1% |
| 5Y | -30.7% | +53.4% | -84.1% | -57.0% |
| All | -45.5% | +38.0% | -83.5% | -65.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling