-53.8%
QS vs IONS
-41.5%
-12.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -21.4% | +28.1% | +15.5% |
| 7D | +13.7% | -24.8% | +38.5% | +25.5% |
| 30D | -0.2% | -31.5% | +31.3% | +14.8% |
| 3M | -24.8% | -45.2% | +20.4% | -5.5% |
| 6M | -39.4% | -59.1% | +19.7% | -16.4% |
| YTD | -56.1% | -60.8% | +4.7% | -38.2% |
| 1Y | -72.5% | -57.9% | -14.7% | -62.7% |
| 3Y | -16.3% | -34.5% | +18.2% | -17.9% |
| 5Y | -87.6% | -8.8% | -78.7% | -90.8% |
| All | -53.8% | -41.5% | -12.3% | -47.7% |
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 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