-31.2%
IONS vs COO
+38.3%
-69.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -0.6% | -8.5% | -8.8% |
| 7D | -30.3% | +4.5% | -34.8% | -31.8% |
| 30D | -37.7% | +16.9% | -54.7% | -42.1% |
| 3M | -50.5% | -16.7% | -33.8% | -47.2% |
| 6M | -62.8% | +5.9% | -68.7% | -64.7% |
| YTD | -64.4% | -22.4% | -41.9% | -61.1% |
| 1Y | -59.5% | -10.1% | -49.4% | -58.8% |
| 3Y | -39.2% | -22.8% | -16.4% | -36.6% |
| 5Y | -15.3% | -41.4% | +26.1% | +0.5% |
| 10Y | -31.2% | +41.3% | -72.4% | -50.9% |
| All | -31.2% | +38.3% | -69.5% | -50.9% |
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