+140.9%
QSR vs IONS
-32.1%
+173.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.4% | -6.5% | -0.9% |
| 7D | -2.9% | -26.3% | +23.3% | +0.5% |
| 30D | +4.1% | -31.9% | +36.1% | +8.8% |
| 3M | -0.7% | -48.0% | +47.3% | +7.3% |
| 6M | +0.4% | -62.6% | +63.0% | +12.5% |
| YTD | +13.5% | -63.3% | +76.8% | +27.2% |
| 1Y | +11.0% | -58.4% | +69.4% | +22.2% |
| 3Y | +22.0% | -38.2% | +60.2% | +23.4% |
| 5Y | +57.1% | -11.1% | +68.2% | +45.9% |
| All | +140.9% | -32.1% | +173.0% | +133.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling