-99.1%
QID vs IONS
-32.1%
-67.0%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.4% | -3.8% | +4.8% |
| 7D | -7.1% | -26.3% | +19.1% | -16.1% |
| 30D | +12.6% | -31.9% | +44.6% | -0.7% |
| 3M | +14.2% | -48.0% | +62.2% | -7.9% |
| 6M | +6.2% | -62.6% | +68.7% | -23.1% |
| YTD | -21.8% | -63.3% | +41.5% | -43.3% |
| 1Y | -23.1% | -58.4% | +35.3% | -41.4% |
| 3Y | -71.3% | -38.2% | -33.1% | -72.2% |
| 5Y | -77.0% | -11.1% | -65.9% | -70.6% |
| All | -99.1% | -32.1% | -67.0% | -98.7% |
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