+52.8%
IONQ vs EL
-66.1%
+118.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +2.2% | +21.2% | +22.3% |
| 7D | +8.6% | +0.8% | +7.8% | +8.5% |
| 30D | -21.1% | +16.5% | -37.6% | -27.0% |
| 3M | -17.9% | +29.2% | -47.1% | -28.8% |
| 6M | -37.9% | +27.9% | -65.9% | -46.3% |
| YTD | -27.3% | +6.2% | -33.5% | -31.9% |
| 1Y | -43.2% | +27.2% | -70.4% | -51.8% |
| 3Y | +191.0% | +3.2% | +187.8% | +140.3% |
| All | +52.8% | -66.1% | +118.9% | +256.9% |
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