+167.4%
IONQ vs ELAN
-13.5%
+180.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.1% | -7.5% | -6.9% |
| 7D | -11.5% | +4.0% | -15.5% | -13.1% |
| 30D | -8.1% | +18.8% | -26.8% | -15.0% |
| 3M | -35.8% | +19.0% | -54.8% | -40.9% |
| 6M | -47.7% | +22.8% | -70.6% | -53.6% |
| YTD | -35.6% | +18.3% | -54.0% | -42.4% |
| 1Y | -36.4% | +21.8% | -58.2% | -44.1% |
| 3Y | +150.0% | +153.8% | -3.8% | +29.7% |
| 5Y | +43.3% | -18.9% | +62.2% | +43.6% |
| All | +167.4% | -13.5% | +180.9% | +157.2% |
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