+150.0%
IONQ vs EEM
+71.2%
+78.9%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.4% | -6.1% | -5.8% |
| 7D | -11.5% | +2.7% | -14.1% | -15.5% |
| 30D | -8.1% | -5.4% | -2.7% | +2.6% |
| 3M | -35.8% | -8.6% | -27.2% | -23.5% |
| 6M | -47.7% | -8.9% | -38.9% | -36.8% |
| YTD | -35.6% | +11.9% | -47.6% | -47.9% |
| 1Y | -36.4% | +13.1% | -49.5% | -49.4% |
| 3Y | +150.0% | +70.7% | +79.4% | -15.7% |
| All | +150.0% | +71.2% | +78.9% | -15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling