+225.0%
EQH vs IONS
+26.7%
+198.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.6% | +4.0% | +2.0% |
| 7D | +0.7% | -6.7% | +7.4% | +2.3% |
| 30D | +2.8% | -4.1% | +6.9% | +3.6% |
| 3M | +23.1% | -26.6% | +49.7% | +29.9% |
| 6M | +41.4% | -27.5% | +68.9% | +49.5% |
| YTD | +14.3% | -31.5% | +45.7% | +22.1% |
| 1Y | +1.6% | -15.3% | +16.9% | +2.7% |
| 3Y | +102.7% | +31.3% | +71.4% | +72.7% |
| 5Y | +104.5% | +50.2% | +54.3% | +59.2% |
| All | +225.0% | +26.7% | +198.3% | +161.0% |
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