+1,631.1%
QLD vs IONS
+96.6%
+1,534.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | +0.6% | -4.8% | +5.4% | +2.2% |
| 30D | -0.1% | +7.2% | -7.3% | -2.8% |
| 3M | -8.4% | -22.7% | +14.3% | -2.7% |
| 6M | +32.2% | -26.9% | +59.1% | +43.0% |
| YTD | +28.9% | -26.6% | +55.5% | +38.8% |
| 1Y | +43.8% | -2.1% | +46.0% | +38.8% |
| 3Y | +176.6% | +43.4% | +133.2% | +112.8% |
| 5Y | +121.6% | +47.0% | +74.6% | +64.0% |
| All | +1,631.1% | +96.6% | +1,534.5% | +1,114.3% |
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