+62.6%
QLD vs IONS
+13.2%
+49.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -3.4% | -9.4% | -11.7% |
| 7D | -18.6% | -12.6% | -6.0% | -15.1% |
| 30D | -28.3% | -11.8% | -16.5% | -25.5% |
| 3M | -20.4% | -28.4% | +8.0% | -12.6% |
| 6M | -14.3% | -48.4% | +34.2% | +1.4% |
| YTD | +2.8% | -51.0% | +53.7% | +23.2% |
| 1Y | -1.2% | -48.0% | +46.8% | +15.8% |
| 3Y | +135.3% | -17.8% | +153.1% | +116.0% |
| 5Y | +62.6% | +15.2% | +47.4% | +14.1% |
| All | +62.6% | +13.2% | +49.4% | +14.1% |
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