+194.9%
IONQ vs ELF
+24.7%
+170.2%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.6% | -2.6% |
| 7D | +15.3% | +4.3% | +11.1% | +14.3% |
| 30D | -6.1% | +7.7% | -13.8% | -7.6% |
| 3M | -21.6% | +24.7% | -46.3% | -26.3% |
| 6M | -40.1% | +114.6% | -154.8% | -52.0% |
| YTD | -24.1% | +55.8% | -79.9% | -34.1% |
| 1Y | -37.4% | +51.9% | -89.3% | -45.3% |
| All | +194.9% | +24.7% | +170.2% | +48.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling