-16.3%
QS vs IONS
-34.1%
+17.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -21.4% | +28.1% | +10.4% |
| 7D | +13.7% | -24.8% | +38.5% | +18.6% |
| 30D | -0.2% | -31.5% | +31.3% | +6.1% |
| 3M | -24.8% | -45.2% | +20.4% | -16.9% |
| 6M | -39.4% | -59.1% | +19.7% | -30.4% |
| YTD | -56.1% | -60.8% | +4.7% | -49.1% |
| 1Y | -72.5% | -57.9% | -14.7% | -68.5% |
| 3Y | -16.3% | -34.5% | +18.2% | -18.3% |
| All | -16.3% | -34.1% | +17.8% | -18.3% |
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