+265.9%
IONQ vs EFX
-4.3%
+270.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.4% | +7.6% | +6.0% |
| 7D | +0.8% | -8.6% | +9.5% | +7.4% |
| 30D | -1.0% | +0.1% | -1.1% | -2.2% |
| 3M | -39.8% | +3.8% | -43.7% | -44.8% |
| 6M | +6.4% | -13.5% | +20.0% | +12.1% |
| YTD | -11.9% | -17.7% | +5.7% | -5.4% |
| 1Y | -6.2% | -25.6% | +19.4% | +7.4% |
| 3Y | +125.7% | -12.1% | +137.8% | +115.1% |
| 5Y | +296.0% | -33.8% | +329.8% | +365.1% |
| All | +265.9% | -4.3% | +270.2% | +323.8% |
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