+202.0%
IONQ vs EFV
+108.5%
+93.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.4% | +24.8% | +25.9% |
| 7D | +8.6% | -0.7% | +9.2% | +9.1% |
| 30D | -21.1% | +0.9% | -22.0% | -22.7% |
| 3M | -17.9% | -3.6% | -14.3% | -12.6% |
| 6M | -37.9% | +2.5% | -40.5% | -40.1% |
| YTD | -27.3% | +13.2% | -40.5% | -40.5% |
| 1Y | -43.2% | +20.3% | -63.5% | -58.4% |
| 3Y | +191.0% | +84.9% | +106.1% | +4.6% |
| 5Y | +69.3% | +87.7% | -18.4% | -43.0% |
| All | +202.0% | +108.5% | +93.6% | -3.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling