+242.6%
QCOM vs IONS
-32.1%
+274.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.4% | -9.0% | -3.8% |
| 7D | +4.3% | -26.3% | +30.5% | +9.4% |
| 30D | -0.1% | -31.9% | +31.9% | +6.6% |
| 3M | +5.2% | -48.0% | +53.2% | +17.8% |
| 6M | -18.4% | -62.6% | +44.2% | -3.7% |
| YTD | +2.4% | -63.3% | +65.7% | +20.9% |
| 1Y | +0.9% | -58.4% | +59.3% | +16.0% |
| 3Y | +48.4% | -38.2% | +86.6% | +50.9% |
| 5Y | +16.6% | -11.1% | +27.7% | +6.7% |
| All | +242.6% | -32.1% | +274.8% | +215.4% |
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