+227.2%
IONQ vs EFV
+114.1%
+113.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.7% | +5.6% | +3.6% |
| 7D | +25.5% | +1.7% | +23.7% | +21.2% |
| 30D | -11.4% | +3.4% | -14.8% | -16.8% |
| 3M | -20.5% | -1.7% | -18.8% | -18.1% |
| 6M | -28.2% | +6.4% | -34.6% | -35.1% |
| YTD | -21.2% | +16.3% | -37.5% | -38.3% |
| 1Y | -40.4% | +22.9% | -63.3% | -57.8% |
| 3Y | +214.7% | +92.8% | +121.9% | +5.6% |
| 5Y | +56.9% | +93.5% | -36.6% | -49.6% |
| All | +227.2% | +114.1% | +113.1% | 0.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling