+1,570.9%
QQQ vs IONS
+384.1%
+1,186.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | +0.4% | -4.8% | +5.2% | +1.1% |
| 30D | +0.2% | +7.2% | -7.0% | -0.9% |
| 3M | -2.8% | -22.7% | +19.9% | 0.0% |
| 6M | +18.0% | -26.9% | +44.9% | +22.3% |
| YTD | +17.3% | -26.6% | +43.9% | +21.3% |
| 1Y | +25.6% | -2.1% | +27.7% | +24.2% |
| 3Y | +93.7% | +43.4% | +50.3% | +75.6% |
| 5Y | +94.2% | +47.0% | +47.2% | +72.2% |
| 10Y | +557.9% | +97.2% | +460.7% | +427.9% |
| All | +1,570.9% | +384.1% | +1,186.9% | +703.6% |
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