+2,660.6%
AVGO vs IONS
-32.1%
+2,692.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +6.4% | -11.2% | -5.9% |
| 7D | +18.2% | -26.3% | +44.4% | +23.7% |
| 30D | +0.2% | -31.9% | +32.2% | +6.7% |
| 3M | -16.8% | -48.0% | +31.2% | -6.9% |
| 6M | -16.5% | -62.6% | +46.1% | -1.5% |
| YTD | +0.8% | -63.3% | +64.1% | +18.9% |
| 1Y | +2.8% | -58.4% | +61.2% | +17.9% |
| 3Y | +278.5% | -38.2% | +316.8% | +279.7% |
| 5Y | +573.1% | -11.1% | +584.2% | +495.4% |
| All | +2,660.6% | -32.1% | +2,692.7% | +2,479.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 10y: compounded portfolio wealth divided by compounded IONS 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…
10y analysis · Full analysis span regression · 6 months rolling