+202.0%
IONQ vs EAT
+260.5%
-58.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -2.9% | +26.3% | +24.7% |
| 7D | +8.6% | -2.6% | +11.2% | +9.5% |
| 30D | -21.1% | +11.5% | -32.6% | -25.9% |
| 3M | -17.9% | -9.1% | -8.8% | -16.1% |
| 6M | -37.9% | +40.4% | -78.4% | -49.6% |
| YTD | -27.3% | +43.9% | -71.2% | -42.1% |
| 1Y | -43.2% | +101.9% | -145.1% | -62.2% |
| 3Y | +191.0% | +489.9% | -298.9% | +8.4% |
| 5Y | +69.3% | +362.6% | -293.4% | -36.8% |
| All | +202.0% | +260.5% | -58.5% | +16.9% |
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