-99.1%
QID vs IONS
-36.2%
-62.9%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.6% | +4.1% | -0.7% |
| 7D | -11.8% | -29.6% | +17.8% | -21.5% |
| 30D | +14.2% | -35.6% | +49.8% | -1.1% |
| 3M | +8.8% | -51.7% | +60.5% | -14.5% |
| 6M | +1.5% | -64.0% | +65.5% | -27.4% |
| YTD | -23.8% | -65.5% | +41.7% | -45.9% |
| 1Y | -22.0% | -62.4% | +40.4% | -42.6% |
| 3Y | -71.9% | -41.1% | -30.8% | -73.2% |
| 5Y | -77.6% | -16.5% | -61.1% | -72.0% |
| All | -99.1% | -36.2% | -62.9% | -98.8% |
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 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