+130.6%
COPX vs IONS
-16.3%
+146.9%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -9.1% | +5.9% | -2.0% |
| 7D | +1.6% | -30.3% | +31.9% | +5.7% |
| 30D | -15.0% | -37.7% | +22.7% | -10.3% |
| 3M | -18.6% | -50.5% | +31.9% | -11.5% |
| 6M | -14.9% | -62.8% | +47.8% | -5.0% |
| YTD | +1.8% | -64.4% | +66.2% | +14.5% |
| 1Y | +19.7% | -59.5% | +79.1% | +32.2% |
| 3Y | +140.9% | -39.2% | +180.1% | +143.6% |
| 5Y | +130.6% | -15.3% | +145.9% | +123.6% |
| All | +130.6% | -16.3% | +146.9% | +123.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling