+253.1%
IONQ vs EFX
-9.1%
+262.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.1% | -3.7% | -4.2% |
| 7D | +1.3% | -9.4% | +10.7% | +8.5% |
| 30D | -10.3% | -6.9% | -3.4% | -6.8% |
| 3M | -32.7% | +0.1% | -32.8% | -36.5% |
| 6M | +6.3% | -17.3% | +23.7% | +15.6% |
| YTD | -15.0% | -21.8% | +6.8% | -5.2% |
| 1Y | -13.3% | -32.5% | +19.2% | +8.1% |
| 3Y | +97.2% | -12.3% | +109.6% | +86.4% |
| 5Y | +278.7% | -36.6% | +315.4% | +361.9% |
| All | +253.1% | -9.1% | +262.3% | +324.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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