+150.0%
IONQ vs EFX
+4.8%
+145.2%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.7% | -7.1% | -6.7% |
| 7D | -11.5% | -0.8% | -10.7% | -11.2% |
| 30D | -8.1% | +25.1% | -33.2% | -18.1% |
| 3M | -35.8% | +1.7% | -37.5% | -37.5% |
| 6M | -47.7% | +18.4% | -66.1% | -55.1% |
| YTD | -35.6% | -12.5% | -23.1% | -33.0% |
| 1Y | -36.4% | -8.1% | -28.3% | -36.6% |
| 3Y | +150.0% | +4.8% | +145.3% | +52.1% |
| All | +150.0% | +4.8% | +145.2% | +52.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling