+52.1%
QCOM vs IONS
-34.1%
+86.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -21.4% | +25.0% | +6.3% |
| 7D | +5.8% | -24.8% | +30.6% | +9.2% |
| 30D | -2.3% | -31.5% | +29.2% | +2.2% |
| 3M | +2.7% | -45.2% | +47.9% | +10.3% |
| 6M | -21.0% | -59.1% | +38.0% | -12.9% |
| YTD | +1.8% | -60.8% | +62.6% | +12.9% |
| 1Y | +2.4% | -57.9% | +60.3% | +12.1% |
| 3Y | +52.1% | -34.5% | +86.6% | +43.5% |
| All | +52.1% | -34.1% | +86.3% | +43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling