+294.2%
IONS vs COO
+3,310.1%
-3,015.9%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +1.8% |
| 7D | -9.4% | +4.7% | -14.1% | -10.0% |
| 30D | -10.7% | +13.9% | -24.6% | -12.1% |
| 3M | -27.7% | -14.9% | -12.7% | -26.5% |
| 6M | -48.7% | +2.0% | -50.7% | -49.1% |
| YTD | -50.2% | -23.9% | -26.3% | -48.8% |
| 1Y | -46.8% | -9.6% | -37.2% | -46.5% |
| 3Y | -14.8% | -25.4% | +10.6% | -12.9% |
| 5Y | +17.0% | -41.2% | +58.2% | +22.6% |
| 10Y | +45.3% | +42.1% | +3.2% | +39.8% |
| All | +294.2% | +3,310.1% | -3,015.9% | +255.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling