+4.7%
CMCSA vs IONS
-32.1%
+36.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.4% | -5.0% | +0.7% |
| 7D | +3.2% | -26.3% | +29.4% | +6.3% |
| 30D | +19.5% | -31.9% | +51.5% | +24.2% |
| 3M | -2.4% | -48.0% | +45.6% | +4.5% |
| 6M | +3.8% | -62.6% | +66.4% | +14.9% |
| YTD | -5.4% | -63.3% | +57.9% | +4.8% |
| 1Y | +1.1% | -58.4% | +59.5% | +10.0% |
| 3Y | -27.1% | -38.2% | +11.1% | -26.8% |
| 5Y | -40.3% | -11.1% | -29.2% | -44.4% |
| All | +4.7% | -32.1% | +36.8% | +0.6% |
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