-5.6%
COST vs IONS
-14.8%
+9.2%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | +0.5% |
| 7D | -1.2% | -6.7% | +5.5% | -0.7% |
| 30D | -4.7% | -4.1% | -0.6% | -4.4% |
| 3M | -7.1% | -26.6% | +19.4% | -4.1% |
| 6M | -8.5% | -27.5% | +19.0% | -5.6% |
| YTD | +5.4% | -31.5% | +36.9% | +8.6% |
| 1Y | -5.6% | -15.3% | +9.7% | -2.4% |
| All | -5.6% | -14.8% | +9.2% | -2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling