+108.3%
IONQ vs ECL
+57.4%
+50.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.2% |
| 7D | +0.8% | -2.6% | +3.4% | +1.6% |
| 30D | -1.0% | -2.2% | +1.1% | -0.5% |
| 3M | -39.8% | +10.1% | -49.9% | -42.9% |
| 6M | +6.4% | -5.7% | +12.2% | +8.3% |
| YTD | -11.9% | +7.0% | -18.9% | -16.0% |
| 1Y | -6.2% | +2.7% | -8.8% | -8.9% |
| All | +108.3% | +57.4% | +50.9% | +53.6% |
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 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