+108.3%
IONQ vs EL
-31.7%
+140.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.0% | -1.7% | +0.2% |
| 7D | +0.8% | +0.8% | 0.0% | +0.5% |
| 30D | -1.0% | +19.8% | -20.9% | -7.8% |
| 3M | -39.8% | +25.7% | -65.5% | -45.0% |
| 6M | +6.4% | +5.4% | +1.0% | +2.7% |
| YTD | -11.9% | +0.2% | -12.1% | -13.8% |
| 1Y | -6.2% | +20.4% | -26.6% | -14.3% |
| All | +108.3% | -31.7% | +140.0% | +101.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling