+55.2%
EWY vs IONQ
-41.6%
+96.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.4% | +4.6% | 0.0% |
| 7D | +4.2% | -11.5% | +15.7% | +7.5% |
| 30D | -10.7% | -8.1% | -2.6% | -9.4% |
| 3M | -20.1% | -35.8% | +15.7% | -11.4% |
| 6M | -24.3% | -47.7% | +23.4% | -13.0% |
| YTD | +46.9% | -35.6% | +82.5% | +57.8% |
| 1Y | +55.2% | -36.4% | +91.6% | +66.0% |
| All | +55.2% | -41.6% | +96.8% | +66.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling