+4,260.2%
COP vs IONS
+440.4%
+3,819.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | +3.0% | -4.8% | +7.8% | +3.4% |
| 30D | +17.5% | +7.2% | +10.3% | +16.8% |
| 3M | +13.4% | -22.7% | +36.0% | +15.1% |
| 6M | +17.7% | -26.9% | +44.6% | +19.9% |
| YTD | +46.6% | -26.6% | +73.2% | +49.1% |
| 1Y | +44.6% | -2.1% | +46.7% | +43.8% |
| 3Y | +20.7% | +43.4% | -22.7% | +14.8% |
| 5Y | +185.0% | +47.0% | +138.1% | +167.6% |
| 10Y | +347.0% | +97.2% | +249.8% | +302.8% |
| All | +4,260.2% | +440.4% | +3,819.8% | +3,047.0% |
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