+304.7%
IONQ vs EQIX
+30.6%
+274.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.0% |
| 7D | +7.1% | +1.3% | +5.8% | +5.9% |
| 30D | -8.9% | +0.3% | -9.3% | -9.0% |
| 3M | -35.6% | -1.6% | -34.0% | -35.1% |
| 6M | +13.3% | +12.2% | +1.1% | +2.2% |
| YTD | -9.8% | +38.0% | -47.8% | -34.5% |
| 1Y | -1.3% | +38.9% | -40.2% | -28.7% |
| 3Y | +109.3% | +43.8% | +65.4% | +45.5% |
| 5Y | +304.7% | +30.4% | +274.3% | +130.0% |
| All | +304.7% | +30.6% | +274.1% | +130.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling