+325.1%
COP vs IONS
+88.4%
+236.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +0.9% |
| 7D | -0.8% | -5.3% | +4.4% | -0.1% |
| 30D | +15.6% | +0.3% | +15.3% | +15.4% |
| 3M | +14.3% | -22.9% | +37.2% | +17.6% |
| 6M | +17.0% | -23.4% | +40.4% | +20.1% |
| YTD | +47.4% | -28.3% | +75.8% | +52.6% |
| 1Y | +52.4% | -7.0% | +59.4% | +51.5% |
| 3Y | +20.8% | +37.6% | -16.8% | +9.0% |
| 5Y | +191.7% | +53.4% | +138.3% | +151.1% |
| 10Y | +325.1% | +83.9% | +241.1% | +262.9% |
| All | +325.1% | +88.4% | +236.7% | +262.9% |
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