+604.2%
COST vs IONS
+92.6%
+511.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | 0.0% |
| 7D | -2.5% | -4.3% | +1.8% | -2.1% |
| 30D | -4.4% | +0.4% | -4.9% | -4.5% |
| 3M | -8.1% | -24.1% | +16.0% | -6.1% |
| 6M | -9.2% | -26.4% | +17.2% | -7.1% |
| YTD | +5.1% | -29.7% | +34.8% | +8.0% |
| 1Y | -5.1% | -13.0% | +8.0% | -4.5% |
| 3Y | +70.4% | +35.0% | +35.3% | +60.8% |
| 5Y | +104.7% | +54.2% | +50.5% | +88.1% |
| All | +604.2% | +92.6% | +511.6% | +539.1% |
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