+238.8%
EQX vs IONS
+2.0%
+236.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.6% | +4.2% | +2.1% |
| 7D | -3.2% | -6.7% | +3.5% | -2.1% |
| 30D | +7.8% | -4.1% | +11.9% | +8.5% |
| 3M | +21.3% | -26.6% | +47.9% | +26.2% |
| 6M | -22.4% | -27.5% | +5.1% | -19.1% |
| YTD | -11.3% | -31.5% | +20.2% | -6.5% |
| 1Y | +13.5% | -15.3% | +28.9% | +15.5% |
| 3Y | +162.1% | +31.3% | +130.8% | +140.4% |
| 5Y | +84.2% | +50.2% | +34.0% | +63.3% |
| All | +238.8% | +2.0% | +236.8% | +244.4% |
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