+167.4%
IONQ vs EL
-53.5%
+220.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.1% | -7.5% | -7.0% |
| 7D | -11.5% | +1.5% | -13.0% | -12.0% |
| 30D | -8.1% | +10.0% | -18.1% | -11.9% |
| 3M | -35.8% | +28.4% | -64.2% | -43.8% |
| 6M | -47.7% | +37.1% | -84.8% | -55.8% |
| YTD | -35.6% | +7.8% | -43.5% | -39.9% |
| 1Y | -36.4% | +26.0% | -62.4% | -45.2% |
| 3Y | +150.0% | +3.8% | +146.2% | +110.3% |
| 5Y | +43.3% | -65.2% | +108.5% | +151.3% |
| All | +167.4% | -53.5% | +220.9% | +358.8% |
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