-13.3%
IONQ vs EFV
+27.3%
-40.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.9% | -4.9% | -4.1% |
| 7D | +1.3% | -0.5% | +1.8% | +2.4% |
| 30D | -10.3% | 0.0% | -10.3% | -10.2% |
| 3M | -32.7% | +8.4% | -41.1% | -40.9% |
| 6M | +6.3% | +12.3% | -6.0% | -9.8% |
| YTD | -15.0% | +17.4% | -32.4% | -28.8% |
| 1Y | -13.3% | +27.1% | -40.4% | -31.1% |
| All | -13.3% | +27.3% | -40.6% | -31.1% |
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