+295.2%
IONQ vs EFV
+97.7%
+197.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.5% |
| 7D | +0.8% | +1.5% | -0.7% | -2.0% |
| 30D | -1.0% | +1.7% | -2.8% | -3.9% |
| 3M | -39.8% | +8.6% | -48.5% | -48.2% |
| 6M | +6.4% | +11.7% | -5.2% | -12.1% |
| YTD | -11.9% | +19.3% | -31.2% | -35.8% |
| 1Y | -6.2% | +30.2% | -36.4% | -42.7% |
| 3Y | +125.7% | +91.6% | +34.1% | -32.8% |
| All | +295.2% | +97.7% | +197.5% | +5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling