+67.2%
QLD vs IONS
+17.1%
+50.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.9% | +2.1% |
| 7D | -10.3% | -9.4% | -0.8% | -7.5% |
| 30D | -26.1% | -10.7% | -15.3% | -23.5% |
| 3M | -17.8% | -27.7% | +9.9% | -10.0% |
| 6M | -15.6% | -48.7% | +33.1% | +0.1% |
| YTD | +5.4% | -50.2% | +55.5% | +25.7% |
| 1Y | +5.2% | -46.8% | +52.0% | +22.5% |
| 3Y | +139.4% | -14.8% | +154.3% | +116.7% |
| All | +67.2% | +17.1% | +50.0% | +23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling