+4,267.0%
COP vs IONS
+188.4%
+4,078.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -21.4% | +20.0% | +0.3% |
| 7D | -8.4% | -24.8% | +16.4% | -6.7% |
| 30D | +0.3% | -31.5% | +31.8% | +2.9% |
| 3M | +15.1% | -45.2% | +60.3% | +19.8% |
| 6M | +19.8% | -59.1% | +78.8% | +27.0% |
| YTD | +46.8% | -60.8% | +107.6% | +55.9% |
| 1Y | +59.7% | -57.9% | +117.6% | +68.6% |
| 3Y | +28.7% | -34.5% | +63.2% | +29.5% |
| 5Y | +110.7% | -8.8% | +119.5% | +104.5% |
| 10Y | +298.3% | -19.2% | +317.5% | +282.1% |
| All | +4,267.0% | +188.4% | +4,078.7% | +3,189.9% |
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 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