-39.1%
IONQ vs EFV
+19.3%
-58.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.1% | -9.2% | -9.1% |
| 7D | +16.8% | +0.7% | +16.0% | +14.9% |
| 30D | -11.1% | +2.0% | -13.2% | -14.5% |
| 3M | -31.7% | -1.6% | -30.1% | -29.3% |
| 6M | -44.8% | +5.8% | -50.5% | -49.5% |
| YTD | -31.2% | +15.6% | -46.9% | -44.6% |
| 1Y | -39.1% | +19.0% | -58.1% | -53.0% |
| All | -39.1% | +19.3% | -58.4% | -53.0% |
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 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