+227.2%
IONQ vs EAT
+255.2%
-28.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -1.5% | +9.8% | +9.0% |
| 7D | +25.5% | -3.9% | +29.4% | +27.2% |
| 30D | -11.4% | +5.0% | -16.4% | -14.5% |
| 3M | -20.5% | -9.6% | -10.8% | -18.6% |
| 6M | -28.2% | +46.8% | -75.0% | -42.9% |
| YTD | -21.2% | +41.8% | -63.1% | -36.9% |
| 1Y | -40.4% | +98.3% | -138.7% | -60.0% |
| 3Y | +214.7% | +503.1% | -288.4% | +15.9% |
| 5Y | +56.9% | +356.7% | -299.8% | -41.1% |
| All | +227.2% | +255.2% | -28.0% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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