+248.8%
EQIX vs IONS
+84.6%
+164.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.3% |
| 7D | +2.3% | -8.7% | +11.0% | +3.3% |
| 30D | +0.4% | -1.6% | +2.1% | +0.6% |
| 3M | -1.1% | -24.9% | +23.8% | +1.3% |
| 6M | +11.5% | -25.7% | +37.1% | +14.3% |
| YTD | +38.2% | -29.2% | +67.4% | +42.3% |
| 1Y | +36.7% | -13.0% | +49.7% | +37.1% |
| 3Y | +44.1% | +35.9% | +8.1% | +33.0% |
| 5Y | +34.8% | +54.5% | -19.7% | +20.4% |
| 10Y | +248.8% | +93.1% | +155.7% | +221.3% |
| All | +248.8% | +84.6% | +164.2% | +221.3% |
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 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