+265.9%
IONQ vs ECL
+36.0%
+229.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.2% |
| 7D | +0.8% | -2.6% | +3.4% | +2.7% |
| 30D | -1.0% | -2.2% | +1.1% | +0.1% |
| 3M | -39.8% | +10.1% | -49.9% | -45.3% |
| 6M | +6.4% | -5.7% | +12.2% | +9.1% |
| YTD | -11.9% | +7.0% | -18.9% | -18.8% |
| 1Y | -6.2% | +2.7% | -8.8% | -11.6% |
| 3Y | +125.7% | +57.7% | +68.0% | +40.1% |
| 5Y | +296.0% | +31.1% | +264.9% | +139.1% |
| All | +265.9% | +36.0% | +229.9% | +120.5% |
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