+93.8%
IONQ vs ELAN
+102.3%
-8.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.8% | -4.0% | -5.1% |
| 7D | +1.3% | -4.6% | +5.9% | +3.2% |
| 30D | -10.3% | +5.7% | -16.0% | -12.4% |
| 3M | -32.7% | -3.9% | -28.8% | -32.8% |
| 6M | +6.3% | -1.6% | +8.0% | +4.5% |
| YTD | -15.0% | +4.1% | -19.1% | -18.5% |
| 1Y | -13.3% | +25.5% | -38.9% | -23.9% |
| All | +93.8% | +102.3% | -8.5% | +5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling