-44.7%
IONQ vs EFV
+25.8%
-70.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.1% | -4.6% | -7.1% |
| 7D | -8.9% | +2.9% | -11.8% | -13.8% |
| 30D | -31.3% | +3.6% | -34.8% | -35.7% |
| 3M | -29.2% | -0.1% | -29.1% | -28.8% |
| 6M | -35.4% | +9.6% | -45.0% | -43.8% |
| YTD | -34.2% | +17.0% | -51.1% | -46.5% |
| 1Y | -44.7% | +25.7% | -70.3% | -58.4% |
| All | -44.7% | +25.8% | -70.5% | -58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling