+2,156.4%
CMCSA vs IONS
+266.7%
+1,889.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.8% | -2.4% |
| 7D | +5.0% | -9.4% | +14.5% | +6.1% |
| 30D | +16.5% | -10.7% | +27.2% | +17.7% |
| 3M | -1.6% | -27.7% | +26.1% | +1.5% |
| 6M | -5.0% | -48.7% | +43.7% | +0.9% |
| YTD | -8.3% | -50.2% | +41.9% | -2.4% |
| 1Y | +0.4% | -46.8% | +47.2% | +6.0% |
| 3Y | -31.0% | -14.8% | -16.1% | -32.1% |
| 5Y | -42.5% | +17.0% | -59.6% | -46.2% |
| 10Y | +12.6% | +45.3% | -32.7% | -1.4% |
| All | +2,156.4% | +266.7% | +1,889.7% | +1,138.5% |
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 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