+13,158.3%
COST vs IONS
+170.3%
+12,988.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.4% | -5.1% | +0.8% |
| 7D | +5.0% | -26.3% | +31.3% | +7.1% |
| 30D | +12.8% | -31.9% | +44.8% | +15.7% |
| 3M | +15.2% | -48.0% | +63.2% | +20.4% |
| 6M | +7.4% | -62.6% | +70.0% | +14.7% |
| YTD | +29.0% | -63.3% | +92.3% | +37.8% |
| 1Y | +20.3% | -58.4% | +78.7% | +27.2% |
| 3Y | +99.0% | -38.2% | +137.2% | +101.4% |
| 5Y | +125.7% | -11.1% | +136.8% | +119.9% |
| 10Y | +775.3% | -31.7% | +807.1% | +742.1% |
| All | +13,158.3% | +170.3% | +12,988.0% | +8,852.8% |
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