-14.8%
IONS vs COO
-25.3%
+10.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +2.0% |
| 7D | -9.4% | +4.7% | -14.1% | -10.3% |
| 30D | -10.7% | +13.9% | -24.6% | -13.3% |
| 3M | -27.7% | -14.9% | -12.7% | -25.2% |
| 6M | -48.7% | +2.0% | -50.7% | -49.6% |
| YTD | -50.2% | -23.9% | -26.3% | -47.0% |
| 1Y | -46.8% | -9.6% | -37.2% | -45.9% |
| 3Y | -14.8% | -25.4% | +10.6% | -12.2% |
| All | -14.8% | -25.3% | +10.5% | -12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling