+324.8%
COPX vs IONS
-36.2%
+361.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.6% | +0.3% | -2.7% |
| 7D | +1.1% | -29.6% | +30.7% | +6.5% |
| 30D | -15.9% | -35.6% | +19.7% | -10.0% |
| 3M | -19.6% | -51.7% | +32.1% | -9.7% |
| 6M | -21.5% | -64.0% | +42.5% | -8.3% |
| YTD | -0.8% | -65.5% | +64.7% | +16.9% |
| 1Y | +15.2% | -62.4% | +77.6% | +33.6% |
| 3Y | +134.7% | -41.1% | +175.8% | +142.0% |
| 5Y | +111.3% | -16.5% | +127.8% | +96.3% |
| All | +324.8% | -36.2% | +361.0% | +317.9% |
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