+7,256.1%
QLD vs IONS
+517.8%
+6,738.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -3.4% | -9.4% | -11.6% |
| 7D | -18.6% | -12.6% | -6.0% | -14.8% |
| 30D | -28.3% | -11.8% | -16.5% | -25.2% |
| 3M | -20.4% | -28.4% | +8.0% | -11.7% |
| 6M | -14.3% | -48.4% | +34.2% | +3.4% |
| YTD | +2.8% | -51.0% | +53.7% | +25.7% |
| 1Y | -1.2% | -48.0% | +46.8% | +18.2% |
| 3Y | +135.3% | -17.8% | +153.1% | +126.8% |
| 5Y | +62.6% | +15.2% | +47.4% | +36.3% |
| 10Y | +1,384.3% | +43.0% | +1,341.3% | +963.1% |
| All | +7,256.1% | +517.8% | +6,738.3% | +1,779.0% |
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