-42.5%
IONS vs COO
+40.1%
-82.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -3.1% |
| 7D | -29.6% | -2.1% | -27.5% | -29.2% |
| 30D | -35.6% | +13.9% | -49.5% | -39.5% |
| 3M | -51.7% | -18.9% | -32.7% | -47.8% |
| 6M | -64.0% | +3.7% | -67.7% | -65.6% |
| YTD | -65.5% | -24.1% | -41.4% | -61.9% |
| 1Y | -62.4% | -14.2% | -48.2% | -61.0% |
| 3Y | -41.1% | -24.5% | -16.6% | -38.1% |
| 5Y | -16.5% | -40.4% | +24.0% | -1.6% |
| All | -42.5% | +40.1% | -82.5% | -68.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling