+215.4%
IONQ vs EQIX
+66.2%
+149.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.7% | -4.4% | -4.1% |
| 7D | +15.3% | +1.3% | +14.0% | +14.7% |
| 30D | -6.1% | +3.4% | -9.5% | -7.9% |
| 3M | -21.6% | +3.9% | -25.5% | -23.5% |
| 6M | -40.1% | -0.7% | -39.4% | -39.7% |
| YTD | -24.1% | +41.5% | -65.6% | -44.2% |
| 1Y | -37.4% | +32.9% | -70.3% | -51.3% |
| 3Y | +219.5% | +48.3% | +171.2% | +126.8% |
| 5Y | +76.9% | +52.3% | +24.6% | +17.2% |
| All | +215.4% | +66.2% | +149.2% | +86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EQIX.
Daily Out/Under-Performance
Portfolio return minus EQIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQIX 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 EQIX 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