-60.9%
IONS vs COO
-11.7%
-49.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.6% |
| 7D | -29.4% | -2.3% | -27.1% | -29.2% |
| 30D | -35.1% | +13.3% | -48.4% | -36.2% |
| 3M | -48.9% | -18.1% | -30.8% | -46.8% |
| 6M | -62.4% | +6.7% | -69.1% | -63.8% |
| YTD | -64.2% | -23.2% | -41.0% | -60.4% |
| 1Y | -60.9% | -12.3% | -48.6% | -58.6% |
| All | -60.9% | -11.7% | -49.2% | -58.6% |
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