+167.4%
IONQ vs ECL
+51.0%
+116.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.6% | -8.0% | -7.5% |
| 7D | -11.5% | +2.9% | -14.3% | -13.1% |
| 30D | -8.1% | +7.5% | -15.6% | -12.7% |
| 3M | -35.8% | +12.2% | -48.0% | -41.2% |
| 6M | -47.7% | +24.6% | -72.3% | -56.6% |
| YTD | -35.6% | +18.8% | -54.4% | -45.0% |
| 1Y | -36.4% | +19.3% | -55.7% | -46.0% |
| 3Y | +150.0% | +78.2% | +71.8% | +41.0% |
| 5Y | +43.3% | +38.8% | +4.5% | -19.5% |
| All | +167.4% | +51.0% | +116.4% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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