+227.2%
IONQ vs EFA
+67.4%
+159.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.0% | +5.3% | +2.0% |
| 7D | +25.5% | +1.2% | +24.2% | +22.2% |
| 30D | -11.4% | +1.5% | -12.9% | -13.9% |
| 3M | -20.5% | -3.3% | -17.2% | -13.9% |
| 6M | -28.2% | +2.6% | -30.8% | -30.1% |
| YTD | -21.2% | +11.0% | -32.3% | -34.2% |
| 1Y | -40.4% | +15.1% | -55.5% | -53.9% |
| 3Y | +214.7% | +67.6% | +147.1% | +17.8% |
| 5Y | +56.9% | +50.5% | +6.4% | -27.8% |
| All | +227.2% | +67.4% | +159.8% | +36.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling