-18.6%
QS vs IONS
+39.5%
-58.2%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.4% | +4.4% | +2.4% |
| 7D | +2.2% | -5.3% | +7.5% | +3.2% |
| 30D | -8.1% | +0.3% | -8.3% | -8.2% |
| 3M | -27.0% | -22.9% | -4.1% | -25.0% |
| 6M | -16.4% | -23.4% | +7.0% | -13.8% |
| YTD | -46.4% | -28.3% | -18.0% | -43.8% |
| 1Y | -41.1% | -7.0% | -34.1% | -41.3% |
| 3Y | -18.6% | +37.6% | -56.2% | -25.7% |
| All | -18.6% | +39.5% | -58.2% | -25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling