Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • EQNR vs IONS✓SelectedUSD · IONSEQNR vs IONS performance historyLatest closeAs of-0.69%09/11
Stock and ETF performance explorer

EQNR vs IONS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,028.7%
IONS return
+332.0%
Excess return
+1,696.7%
Maximum drawdown
-68.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioIONSExcessAlpha
1D-0.7%-2.6%+1.9%-0.4%
7D+6.4%-6.7%+13.1%+7.2%
30D+10.4%-4.1%+14.5%+10.8%
3M+23.1%-26.6%+49.7%+26.5%
6M+36.3%-27.5%+63.8%+40.0%
YTD+96.0%-31.5%+127.4%+102.3%
1Y+94.2%-15.3%+109.6%+95.5%
3Y+75.3%+31.3%+44.0%+63.8%
5Y+187.2%+50.2%+137.0%+158.8%
10Y+415.5%+86.9%+328.6%+333.0%
All+2,028.7%+332.0%+1,696.7%+1,250.5%

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