+204.1%
QSR vs IONS
-7.4%
+211.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +2.4% | -4.8% | +7.3% | +3.0% |
| 30D | +7.6% | +7.2% | +0.4% | +6.6% |
| 3M | +12.6% | -22.7% | +35.3% | +15.4% |
| 6M | +14.4% | -26.9% | +41.3% | +17.8% |
| YTD | +19.6% | -26.6% | +46.2% | +23.1% |
| 1Y | +33.9% | -2.1% | +36.0% | +32.5% |
| 3Y | +27.1% | +43.4% | -16.3% | +16.4% |
| 5Y | +48.5% | +47.0% | +1.6% | +32.8% |
| 10Y | +126.2% | +97.2% | +29.0% | +87.7% |
| All | +204.1% | -7.4% | +211.5% | +165.3% |
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 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