+92.9%
IONS vs COO
+48.2%
+44.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.6% |
| 7D | -4.8% | -2.2% | -2.6% | -3.9% |
| 30D | +7.2% | -7.0% | +14.2% | +10.5% |
| 3M | -22.7% | +12.2% | -34.9% | -27.4% |
| 6M | -26.9% | -15.1% | -11.8% | -22.0% |
| YTD | -26.6% | -15.1% | -11.5% | -21.8% |
| 1Y | -2.1% | +2.3% | -4.5% | -4.9% |
| 3Y | +43.4% | -23.7% | +67.1% | +53.5% |
| 5Y | +47.0% | -38.9% | +85.9% | +75.0% |
| All | +92.9% | +48.2% | +44.7% | +33.2% |
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