-2.1%
IONS vs COO
+4.1%
-6.3%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.2% |
| 7D | -4.8% | -2.2% | -2.6% | -4.4% |
| 30D | +7.2% | -7.0% | +14.2% | +8.7% |
| 3M | -22.7% | +12.2% | -34.9% | -25.7% |
| 6M | -26.9% | -15.1% | -11.8% | -22.0% |
| YTD | -26.6% | -15.1% | -11.5% | -21.6% |
| 1Y | -2.1% | +2.3% | -4.5% | -2.3% |
| All | -2.1% | +4.1% | -6.3% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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