+167.4%
IONQ vs ELF
+366.1%
-198.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +3.9% | -10.3% | -7.9% |
| 7D | -11.5% | +1.6% | -13.0% | -11.9% |
| 30D | -8.1% | +9.1% | -17.2% | -10.4% |
| 3M | -35.8% | +28.2% | -64.0% | -41.3% |
| 6M | -47.7% | +119.5% | -167.3% | -60.9% |
| YTD | -35.6% | +55.2% | -90.8% | -46.4% |
| 1Y | -36.4% | +58.6% | -95.0% | -47.6% |
| 3Y | +150.0% | +21.3% | +128.8% | +67.6% |
| 5Y | +43.3% | +276.2% | -232.9% | -61.4% |
| All | +167.4% | +366.1% | -198.7% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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