+45.7%
IONQ vs EFX
-30.1%
+75.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.7% | -7.1% | -6.9% |
| 7D | -11.5% | -0.8% | -10.7% | -11.0% |
| 30D | -8.1% | +25.1% | -33.2% | -24.3% |
| 3M | -35.8% | +1.7% | -37.5% | -39.2% |
| 6M | -47.7% | +18.4% | -66.1% | -59.0% |
| YTD | -35.6% | -12.5% | -23.1% | -35.7% |
| 1Y | -36.4% | -8.1% | -28.3% | -39.8% |
| 3Y | +150.0% | +4.8% | +145.3% | +81.9% |
| All | +45.7% | -30.1% | +75.9% | +102.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling