-55.4%
IONS vs COO
-8.8%
-46.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +2.5% | -23.9% | -21.5% |
| 7D | -24.8% | +4.3% | -29.1% | -25.1% |
| 30D | -31.5% | +17.6% | -49.1% | -33.0% |
| 3M | -45.2% | -13.9% | -31.3% | -43.4% |
| 6M | -59.1% | +6.6% | -65.6% | -60.4% |
| YTD | -60.8% | -22.0% | -38.8% | -56.5% |
| All | -55.4% | -8.8% | -46.6% | -53.3% |
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