+250.3%
QCOM vs IONS
+96.6%
+153.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +3.3% | -4.8% | +8.2% | +4.3% |
| 30D | +7.7% | +7.2% | +0.5% | +6.2% |
| 3M | -30.1% | -22.7% | -7.4% | -27.6% |
| 6M | +22.8% | -26.9% | +49.7% | +28.4% |
| YTD | +0.2% | -26.6% | +26.8% | +4.5% |
| 1Y | +7.9% | -2.1% | +10.0% | +6.2% |
| 3Y | +55.8% | +43.4% | +12.4% | +36.4% |
| 5Y | +30.1% | +47.0% | -16.9% | +10.6% |
| All | +250.3% | +96.6% | +153.7% | +181.9% |
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