+224.0%
IONQ vs EAT
+240.6%
-16.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | +0.9% |
| 7D | +16.7% | -5.9% | +22.6% | +19.4% |
| 30D | -12.3% | +0.7% | -12.9% | -13.7% |
| 3M | -17.7% | -14.2% | -3.5% | -13.8% |
| 6M | -28.9% | +40.7% | -69.7% | -42.4% |
| YTD | -22.0% | +36.0% | -58.0% | -36.4% |
| 1Y | -36.8% | +83.1% | -119.9% | -55.9% |
| 3Y | +228.2% | +474.8% | -246.6% | +23.5% |
| 5Y | +91.9% | +347.6% | -255.7% | -27.0% |
| All | +224.0% | +240.6% | -16.6% | +28.5% |
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