+227.2%
IONQ vs EQIX
+64.1%
+163.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.1% | +4.2% | +4.9% |
| 7D | +25.5% | +6.1% | +19.3% | +20.2% |
| 30D | -11.4% | +2.8% | -14.2% | -12.7% |
| 3M | -20.5% | +1.6% | -22.1% | -21.0% |
| 6M | -28.2% | -0.7% | -27.5% | -27.6% |
| YTD | -21.2% | +39.7% | -61.0% | -41.5% |
| 1Y | -40.4% | +30.6% | -71.0% | -52.9% |
| 3Y | +214.7% | +48.4% | +166.3% | +123.2% |
| 5Y | +56.9% | +46.0% | +10.8% | +5.2% |
| All | +227.2% | +64.1% | +163.1% | +95.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling