+167.4%
IONQ vs EFV
+113.8%
+53.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.4% | -6.8% | -7.1% |
| 7D | -11.5% | +2.5% | -14.0% | -15.1% |
| 30D | -8.1% | +2.9% | -11.0% | -12.9% |
| 3M | -35.8% | -1.4% | -34.4% | -34.2% |
| 6M | -47.7% | +5.5% | -53.3% | -52.1% |
| YTD | -35.6% | +16.1% | -51.7% | -49.5% |
| 1Y | -36.4% | +20.3% | -56.7% | -53.2% |
| 3Y | +150.0% | +90.4% | +59.6% | -14.4% |
| 5Y | +43.3% | +93.5% | -50.2% | -53.9% |
| All | +167.4% | +113.8% | +53.6% | -18.0% |
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