+85.8%
EWY vs IONQ
+206.2%
-120.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.7% | +8.9% | +6.5% |
| 7D | -2.8% | +15.3% | -18.1% | -4.4% |
| 30D | -13.1% | -6.1% | -7.0% | -12.8% |
| 3M | -11.6% | -21.6% | +10.0% | -9.9% |
| 6M | -23.4% | -40.1% | +16.8% | -20.1% |
| YTD | +52.0% | -24.1% | +76.1% | +54.0% |
| 1Y | +58.6% | -37.4% | +96.0% | +62.1% |
| 3Y | +163.3% | +219.5% | -56.2% | +117.4% |
| 5Y | +108.7% | +76.9% | +31.7% | +60.3% |
| All | +85.8% | +206.2% | -120.3% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IONQ.
Daily Out/Under-Performance
Portfolio return minus IONQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONQ 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 IONQ 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