+11.2%
QCOM vs IONS
+17.1%
-5.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.6% | +3.9% | +5.2% |
| 7D | +0.4% | -9.4% | +9.8% | +2.4% |
| 30D | -6.6% | -10.7% | +4.1% | -4.5% |
| 3M | +3.7% | -27.7% | +31.3% | +9.9% |
| 6M | -13.3% | -48.7% | +35.4% | -3.2% |
| YTD | -1.8% | -50.2% | +48.4% | +10.1% |
| 1Y | -2.5% | -46.8% | +44.3% | +7.6% |
| 3Y | +47.0% | -14.8% | +61.8% | +38.8% |
| All | +11.2% | +17.1% | -5.9% | -7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling