+274.7%
IONQ vs EFA
+71.9%
+202.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +3.6% |
| 7D | +7.1% | +1.2% | +5.9% | +4.5% |
| 30D | -8.9% | -0.7% | -8.2% | -7.1% |
| 3M | -35.6% | +6.4% | -42.0% | -42.7% |
| 6M | +13.3% | +11.4% | +1.9% | -6.8% |
| YTD | -9.8% | +14.0% | -23.8% | -29.0% |
| 1Y | -1.3% | +20.2% | -21.5% | -30.6% |
| 3Y | +109.3% | +68.2% | +41.1% | -22.1% |
| 5Y | +304.7% | +54.8% | +249.9% | +73.1% |
| All | +274.7% | +71.9% | +202.8% | +47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 EFA 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