+215.4%
IONQ vs ECL
+50.4%
+165.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -3.1% |
| 7D | +15.3% | -2.3% | +17.6% | +17.1% |
| 30D | -6.1% | +8.3% | -14.4% | -11.3% |
| 3M | -21.6% | +8.4% | -30.0% | -26.5% |
| 6M | -40.1% | +23.3% | -63.4% | -49.8% |
| YTD | -24.1% | +18.2% | -42.3% | -35.0% |
| 1Y | -37.4% | +18.8% | -56.2% | -46.7% |
| 3Y | +219.5% | +78.5% | +141.0% | +79.7% |
| 5Y | +76.9% | +40.1% | +36.9% | -0.3% |
| All | +215.4% | +50.4% | +165.0% | +76.6% |
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