+191.0%
IONQ vs ECL
+78.2%
+112.8%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.7% | +25.1% | +23.7% |
| 7D | +8.6% | -0.8% | +9.3% | +8.7% |
| 30D | -21.1% | +8.1% | -29.2% | -22.5% |
| 3M | -17.9% | +6.4% | -24.2% | -19.1% |
| 6M | -37.9% | +14.8% | -52.7% | -40.6% |
| YTD | -27.3% | +15.5% | -42.8% | -31.1% |
| 1Y | -43.2% | +20.1% | -63.3% | -47.0% |
| 3Y | +191.0% | +77.8% | +113.2% | +138.7% |
| All | +191.0% | +78.2% | +112.8% | +138.7% |
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