+148.1%
EWY vs IONQ
+304.3%
-156.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.9% | +0.3% |
| 7D | +8.0% | +7.1% | +0.9% | +7.3% |
| 30D | +14.3% | -8.9% | +23.3% | +15.3% |
| 3M | +2.3% | -35.6% | +37.9% | +6.2% |
| 6M | +49.9% | +13.3% | +36.6% | +48.1% |
| YTD | +95.3% | -9.8% | +105.1% | +95.3% |
| 1Y | +161.7% | -1.3% | +163.0% | +156.9% |
| 3Y | +230.2% | +109.3% | +120.9% | +180.9% |
| 5Y | +148.1% | +304.7% | -156.6% | +80.5% |
| All | +148.1% | +304.3% | -156.2% | +80.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling