+265.9%
IONQ vs EAT
+301.8%
-35.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.0% |
| 7D | +0.8% | 0.0% | +0.8% | +0.7% |
| 30D | -1.0% | +1.9% | -2.9% | -2.4% |
| 3M | -39.8% | +68.7% | -108.5% | -54.3% |
| 6M | +6.4% | +66.9% | -60.5% | -19.7% |
| YTD | -11.9% | +60.4% | -72.3% | -32.1% |
| 1Y | -6.2% | +44.0% | -50.1% | -25.1% |
| 3Y | +125.7% | +604.7% | -479.0% | -22.0% |
| 5Y | +296.0% | +347.0% | -51.0% | +46.1% |
| All | +265.9% | +301.8% | -35.9% | +37.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling