+292.0%
EQIX vs IONS
-36.2%
+328.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.6% | +4.0% | +0.9% |
| 7D | +7.6% | -29.6% | +37.2% | +11.5% |
| 30D | +5.2% | -35.6% | +40.8% | +10.2% |
| 3M | +0.8% | -51.7% | +52.5% | +9.1% |
| 6M | +0.2% | -64.0% | +64.2% | +11.6% |
| YTD | +42.2% | -65.5% | +107.6% | +58.7% |
| 1Y | +34.7% | -62.4% | +97.2% | +48.7% |
| 3Y | +49.0% | -41.1% | +90.1% | +50.5% |
| 5Y | +52.8% | -16.5% | +69.3% | +43.9% |
| All | +292.0% | -36.2% | +328.2% | +285.8% |
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