+215.4%
IONQ vs ED
+102.2%
+113.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.7% |
| 7D | +15.3% | -0.9% | +16.2% | +15.1% |
| 30D | -6.1% | +11.2% | -17.3% | -0.3% |
| 3M | -21.6% | +11.8% | -33.4% | -16.3% |
| 6M | -40.1% | +14.1% | -54.2% | -35.1% |
| YTD | -24.1% | +23.0% | -47.1% | -15.0% |
| 1Y | -37.4% | +23.7% | -61.1% | -29.6% |
| 3Y | +219.5% | +47.7% | +171.8% | +268.1% |
| 5Y | +76.9% | +82.6% | -5.7% | +149.1% |
| All | +215.4% | +102.2% | +113.2% | +438.5% |
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