+53.2%
IONQ vs EL
-65.5%
+118.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -1.6% | -7.8% | -8.6% |
| 7D | +16.8% | +2.7% | +14.1% | +15.6% |
| 30D | -11.1% | +10.8% | -22.0% | -15.3% |
| 3M | -31.7% | +26.5% | -58.2% | -40.1% |
| 6M | -44.8% | +31.1% | -75.9% | -52.6% |
| YTD | -31.2% | +6.6% | -37.9% | -35.6% |
| 1Y | -39.1% | +21.8% | -61.0% | -46.9% |
| 3Y | +189.5% | +1.8% | +187.7% | +142.2% |
| 5Y | +53.2% | -65.6% | +118.7% | +246.6% |
| All | +53.2% | -65.5% | +118.7% | +246.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling