+27.6%
QSR vs IONS
+36.3%
-8.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.5% |
| 7D | -2.4% | -8.7% | +6.3% | -1.9% |
| 30D | +5.7% | -1.6% | +7.3% | +5.7% |
| 3M | +6.9% | -24.9% | +31.8% | +8.2% |
| 6M | +6.9% | -25.7% | +32.5% | +8.2% |
| YTD | +14.9% | -29.2% | +44.1% | +16.6% |
| 1Y | +29.1% | -13.0% | +42.1% | +29.3% |
| All | +27.6% | +36.3% | -8.7% | +23.7% |
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