+167.4%
IONQ vs EAT
+246.1%
-78.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.4% | -6.8% | -6.6% |
| 7D | -11.5% | -4.0% | -7.5% | -9.9% |
| 30D | -8.1% | -2.9% | -5.2% | -7.9% |
| 3M | -35.8% | -16.9% | -18.9% | -31.5% |
| 6M | -47.7% | +57.0% | -104.7% | -59.8% |
| YTD | -35.6% | +38.2% | -73.8% | -47.9% |
| 1Y | -36.4% | +69.3% | -105.7% | -53.5% |
| 3Y | +150.0% | +483.0% | -332.9% | -6.5% |
| 5Y | +43.3% | +364.1% | -320.8% | -46.1% |
| All | +167.4% | +246.1% | -78.7% | +5.3% |
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