dont want to start another airbox/cold air intake vs open filter debate... i run an open filter and havent noticed any drop in performance
the theory is that the heat produced by the turbo is drawn in by the open filter in the engine bay, and as the air is hot, is less dense, so less oxygen, so drop in horse power.
someone i know actually did an experiment where he fitted countless air temperature sensors in the engine bay of his car, and measured the temperature. when his car was sitting still... engine bay temperature did rise considerabley, which would effect the power
but as soon as the car was doing more than 5mph the airflow throught the engin bay was such that all temperatures dropped to ambient temperature (or very close)
basically... i wouldnt worry too much about an open cone filter