-100.0%
QID vs IONS
+384.4%
-484.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -9.1% | +10.4% | -1.6% |
| 7D | +1.8% | -30.3% | +32.0% | -9.1% |
| 30D | +21.6% | -37.7% | +59.4% | +5.1% |
| 3M | +12.6% | -50.5% | +63.1% | -9.3% |
| 6M | +6.9% | -62.8% | +69.7% | -20.8% |
| YTD | -20.5% | -64.4% | +43.8% | -41.5% |
| 1Y | -18.1% | -59.5% | +41.4% | -36.9% |
| 3Y | -70.7% | -39.2% | -31.5% | -72.1% |
| 5Y | -77.2% | -15.3% | -61.9% | -73.1% |
| 10Y | -99.0% | -31.2% | -67.9% | -98.6% |
| All | -100.0% | +384.4% | -484.3% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling