+215.4%
IONQ vs EL
-53.3%
+268.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.2% |
| 7D | +15.3% | +0.3% | +15.0% | +15.6% |
| 30D | -6.1% | +12.3% | -18.4% | -11.0% |
| 3M | -21.6% | +28.4% | -50.0% | -31.4% |
| 6M | -40.1% | +36.7% | -76.9% | -49.4% |
| YTD | -24.1% | +8.4% | -32.5% | -29.3% |
| 1Y | -37.4% | +25.4% | -62.8% | -45.9% |
| 3Y | +219.5% | +3.4% | +216.1% | +169.3% |
| 5Y | +76.9% | -64.8% | +141.7% | +209.1% |
| All | +215.4% | -53.3% | +268.7% | +439.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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