+2,313.2%
CMCSA vs IONS
+440.4%
+1,872.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -2.1% | -4.8% | +2.7% | -1.6% |
| 30D | +7.0% | +7.2% | -0.2% | +6.2% |
| 3M | +15.1% | -22.7% | +37.8% | +17.5% |
| 6M | -15.4% | -26.9% | +11.5% | -13.2% |
| YTD | -1.9% | -26.6% | +24.7% | +0.5% |
| 1Y | -12.7% | -2.1% | -10.6% | -13.4% |
| 3Y | -31.0% | +43.4% | -74.4% | -35.7% |
| 5Y | -46.1% | +47.0% | -93.1% | -50.6% |
| 10Y | +10.8% | +97.2% | -86.3% | -6.0% |
| All | +2,313.2% | +440.4% | +1,872.8% | +1,175.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling