-44.6%
QS vs IONS
+9.5%
-54.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.6% | +0.6% |
| 7D | -2.3% | -4.8% | +2.5% | -0.3% |
| 30D | -0.7% | +7.2% | -7.9% | -3.9% |
| 3M | -39.6% | -22.7% | -17.0% | -35.0% |
| 6M | -21.7% | -26.9% | +5.2% | -13.4% |
| YTD | -47.4% | -26.6% | -20.8% | -41.9% |
| 1Y | -28.4% | -2.1% | -26.2% | -31.8% |
| 3Y | -22.6% | +43.4% | -66.0% | -47.6% |
| 5Y | -75.6% | +47.0% | -122.6% | -84.4% |
| All | -44.6% | +9.5% | -54.2% | -50.8% |
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