+224.0%
IONQ vs EFA
+66.5%
+157.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | +0.2% |
| 7D | +16.7% | +1.2% | +15.4% | +13.7% |
| 30D | -12.3% | +0.9% | -13.2% | -13.7% |
| 3M | -17.7% | -3.4% | -14.3% | -10.8% |
| 6M | -28.9% | +2.0% | -30.9% | -30.0% |
| YTD | -22.0% | +10.4% | -32.4% | -34.1% |
| 1Y | -36.8% | +13.3% | -50.1% | -49.3% |
| 3Y | +228.2% | +65.9% | +162.3% | +25.5% |
| 5Y | +91.9% | +51.5% | +40.5% | -11.8% |
| All | +224.0% | +66.5% | +157.5% | +37.1% |
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