+202.0%
IONQ vs ECL
+46.9%
+155.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.7% | +25.1% | +24.5% |
| 7D | +8.6% | -0.8% | +9.3% | +8.8% |
| 30D | -21.1% | +8.1% | -29.2% | -25.6% |
| 3M | -17.9% | +6.4% | -24.2% | -22.0% |
| 6M | -37.9% | +14.8% | -52.7% | -45.2% |
| YTD | -27.3% | +15.5% | -42.8% | -36.8% |
| 1Y | -43.2% | +20.1% | -63.3% | -52.3% |
| 3Y | +191.0% | +77.8% | +113.2% | +62.9% |
| 5Y | +69.3% | +37.9% | +31.4% | -3.2% |
| All | +202.0% | +46.9% | +155.2% | +71.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling