+227.2%
IONQ vs EL
-52.9%
+280.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.8% | +5.5% | +7.0% |
| 7D | +25.5% | +8.0% | +17.4% | +21.2% |
| 30D | -11.4% | +15.4% | -26.8% | -17.3% |
| 3M | -20.5% | +28.5% | -49.0% | -30.4% |
| 6M | -28.2% | +32.2% | -60.5% | -38.5% |
| YTD | -21.2% | +9.2% | -30.4% | -26.9% |
| 1Y | -40.4% | +30.8% | -71.2% | -49.6% |
| 3Y | +214.7% | +3.7% | +211.0% | +165.1% |
| 5Y | +56.9% | -64.8% | +121.6% | +173.4% |
| All | +227.2% | -52.9% | +280.2% | +457.7% |
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