+202.0%
IONQ vs EFX
+2.5%
+199.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -2.2% | +25.6% | +24.9% |
| 7D | +8.6% | +2.7% | +5.9% | +5.7% |
| 30D | -21.1% | +33.1% | -54.2% | -37.2% |
| 3M | -17.9% | +8.2% | -26.0% | -25.3% |
| 6M | -37.9% | +10.2% | -48.1% | -47.6% |
| YTD | -27.3% | -11.8% | -15.5% | -27.6% |
| 1Y | -43.2% | -6.1% | -37.1% | -46.8% |
| 3Y | +191.0% | +7.5% | +183.5% | +123.8% |
| 5Y | +69.3% | -30.7% | +100.0% | +85.9% |
| All | +202.0% | +2.5% | +199.5% | +224.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling