+278.7%
IONQ vs ELAN
-30.4%
+309.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.8% | -4.0% | -4.9% |
| 7D | +1.3% | -4.6% | +5.9% | +3.7% |
| 30D | -10.3% | +5.7% | -16.0% | -13.1% |
| 3M | -32.7% | -3.9% | -28.8% | -32.9% |
| 6M | +6.3% | -1.6% | +8.0% | +3.7% |
| YTD | -15.0% | +4.1% | -19.1% | -19.7% |
| 1Y | -13.3% | +25.5% | -38.9% | -27.1% |
| 3Y | +97.2% | +103.2% | -6.0% | +7.9% |
| 5Y | +278.7% | -29.8% | +308.5% | +449.9% |
| All | +278.7% | -30.4% | +309.1% | +449.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling