+214.7%
IONQ vs ECL
+78.6%
+136.1%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.0% | +6.3% | +8.0% |
| 7D | +25.5% | -0.5% | +26.0% | +25.6% |
| 30D | -11.4% | +8.8% | -20.2% | -13.0% |
| 3M | -20.5% | +7.8% | -28.3% | -21.8% |
| 6M | -28.2% | +21.3% | -49.5% | -32.6% |
| YTD | -21.2% | +17.8% | -39.0% | -25.6% |
| 1Y | -40.4% | +21.1% | -61.4% | -44.3% |
| 3Y | +214.7% | +80.1% | +134.6% | +156.1% |
| All | +214.7% | +78.6% | +136.1% | +156.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling