+69.0%
IONQ vs EIX
+17.1%
+51.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.5% |
| 7D | +15.3% | -2.5% | +17.8% | +16.4% |
| 30D | -6.1% | +7.7% | -13.8% | -9.4% |
| 3M | -21.6% | -12.9% | -8.7% | -19.2% |
| 6M | -40.1% | -12.7% | -27.4% | -39.7% |
| YTD | -24.1% | +5.5% | -29.5% | -33.9% |
| 1Y | -37.4% | +9.4% | -46.8% | -47.2% |
| 3Y | +219.5% | +9.7% | +209.8% | +198.2% |
| All | +69.0% | +17.1% | +51.9% | +59.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling