+241.1%
IONQ vs ELAN
-26.2%
+267.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.9% | -0.5% | -2.0% |
| 7D | -5.6% | -6.4% | +0.8% | -2.5% |
| 30D | -15.2% | +0.6% | -15.8% | -15.7% |
| 3M | -34.9% | 0.0% | -34.9% | -36.3% |
| 6M | +4.9% | -3.4% | +8.3% | +3.4% |
| YTD | -17.9% | +1.0% | -18.9% | -21.0% |
| 1Y | -16.0% | +24.7% | -40.7% | -28.4% |
| 3Y | +90.5% | +97.2% | -6.8% | +11.6% |
| 5Y | +268.4% | -31.5% | +299.9% | +297.1% |
| All | +241.1% | -26.2% | +267.3% | +252.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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