+224.0%
IONQ vs EIX
+26.3%
+197.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | +16.7% | +1.0% | +15.7% | +16.0% |
| 30D | -12.3% | +8.9% | -21.1% | -15.6% |
| 3M | -17.7% | -9.8% | -7.9% | -16.8% |
| 6M | -28.9% | -10.2% | -18.7% | -29.3% |
| YTD | -22.0% | +5.9% | -28.0% | -31.2% |
| 1Y | -36.8% | +10.9% | -47.7% | -46.2% |
| 3Y | +228.2% | +10.2% | +218.0% | +208.0% |
| 5Y | +91.9% | +17.0% | +74.9% | +75.5% |
| All | +224.0% | +26.3% | +197.7% | +200.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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