+228.6%
EWY vs IONQ
+113.4%
+115.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.3% | +3.3% | +4.5% |
| 7D | +4.8% | +0.8% | +4.0% | +4.7% |
| 30D | +11.7% | -1.0% | +12.7% | +11.7% |
| 3M | -7.4% | -39.8% | +32.4% | -3.1% |
| 6M | +40.6% | +6.4% | +34.1% | +40.0% |
| YTD | +94.3% | -11.9% | +106.2% | +94.9% |
| 1Y | +164.3% | -6.2% | +170.4% | +161.5% |
| All | +228.6% | +113.4% | +115.2% | +176.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling