+245.4%
EQX vs IONS
+6.7%
+238.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.0% | -0.9% |
| 7D | +3.8% | -5.3% | +9.1% | +4.7% |
| 30D | +9.4% | +0.3% | +9.1% | +9.3% |
| 3M | +16.8% | -22.9% | +39.7% | +20.5% |
| 6M | -23.7% | -23.4% | -0.3% | -21.2% |
| YTD | -9.6% | -28.3% | +18.7% | -5.4% |
| 1Y | +29.1% | -7.0% | +36.2% | +29.4% |
| 3Y | +175.3% | +37.6% | +137.7% | +150.5% |
| 5Y | +77.3% | +53.4% | +23.9% | +56.6% |
| All | +245.4% | +6.7% | +238.6% | +248.5% |
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