+202.0%
IONQ vs ED
+101.1%
+100.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -2.4% | +25.8% | +22.1% |
| 7D | +8.6% | +1.6% | +6.9% | +9.9% |
| 30D | -21.1% | +13.3% | -34.4% | -15.4% |
| 3M | -17.9% | +9.7% | -27.6% | -13.2% |
| 6M | -37.9% | +12.8% | -50.7% | -33.1% |
| YTD | -27.3% | +22.3% | -49.6% | -18.9% |
| 1Y | -43.2% | +26.3% | -69.5% | -35.7% |
| 3Y | +191.0% | +45.0% | +146.0% | +233.6% |
| 5Y | +69.3% | +80.2% | -10.9% | +136.5% |
| All | +202.0% | +101.1% | +100.9% | +414.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 10y: compounded portfolio wealth divided by compounded ED 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…
10y analysis · Full analysis span regression · 6 months rolling