+47.7%
IONS vs COO
-23.4%
+71.1%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.3% |
| 7D | -4.8% | -2.2% | -2.6% | -4.4% |
| 30D | +7.2% | -7.0% | +14.2% | +8.9% |
| 3M | -22.7% | +12.2% | -34.9% | -25.2% |
| 6M | -26.9% | -15.1% | -11.8% | -24.0% |
| YTD | -26.6% | -15.1% | -11.5% | -23.7% |
| 1Y | -2.1% | +2.3% | -4.5% | -3.1% |
| All | +47.7% | -23.4% | +71.1% | +39.7% |
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