-99.1%
QID vs IONS
+93.9%
-193.0%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.1% |
| 7D | -1.9% | -8.7% | +6.7% | -4.9% |
| 30D | +1.7% | -1.6% | +3.3% | +1.3% |
| 3M | -3.9% | -24.9% | +21.0% | -11.9% |
| 6M | -30.0% | -25.7% | -4.3% | -35.7% |
| YTD | -28.2% | -29.2% | +1.0% | -34.9% |
| 1Y | -35.6% | -13.0% | -22.6% | -36.9% |
| 3Y | -74.3% | +35.9% | -110.2% | -67.5% |
| 5Y | -80.8% | +54.5% | -135.3% | -71.3% |
| All | -99.1% | +93.9% | -193.0% | -98.5% |
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 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