+274.7%
IONQ vs EEM
+47.8%
+227.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.1% |
| 7D | +7.1% | +3.1% | +4.0% | +1.6% |
| 30D | -8.9% | +4.9% | -13.8% | -15.7% |
| 3M | -35.6% | +5.2% | -40.8% | -40.6% |
| 6M | +13.3% | +20.7% | -7.4% | -16.9% |
| YTD | -9.8% | +26.5% | -36.3% | -39.4% |
| 1Y | -1.3% | +37.8% | -39.2% | -42.7% |
| 3Y | +109.3% | +91.0% | +18.3% | -27.3% |
| 5Y | +304.7% | +47.0% | +257.7% | +99.1% |
| All | +274.7% | +47.8% | +227.0% | +80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 EEM 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