-19.2%
IONS vs COO
+40.7%
-59.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +2.5% | -23.9% | -22.4% |
| 7D | -24.8% | +4.3% | -29.1% | -26.4% |
| 30D | -31.5% | +17.6% | -49.1% | -36.5% |
| 3M | -45.2% | -13.9% | -31.3% | -42.4% |
| 6M | -59.1% | +6.6% | -65.6% | -61.3% |
| YTD | -60.8% | -22.0% | -38.8% | -57.3% |
| 1Y | -57.9% | -8.8% | -49.1% | -57.4% |
| 3Y | -34.5% | -21.5% | -13.0% | -32.3% |
| 5Y | -8.8% | -41.0% | +32.2% | +7.9% |
| 10Y | -19.2% | +40.9% | -60.1% | -40.9% |
| All | -19.2% | +40.7% | -59.9% | -40.9% |
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