+304.7%
IONQ vs ELF
+239.6%
+65.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.9% | +7.3% | +4.2% |
| 7D | +7.1% | -1.2% | +8.3% | +7.4% |
| 30D | -8.9% | +5.9% | -14.8% | -11.1% |
| 3M | -35.6% | +99.5% | -135.1% | -50.5% |
| 6M | +13.3% | +26.5% | -13.3% | +1.7% |
| YTD | -9.8% | +37.2% | -47.0% | -21.9% |
| 1Y | -1.3% | -24.4% | +23.1% | +1.5% |
| 3Y | +109.3% | -23.3% | +132.6% | +71.2% |
| 5Y | +304.7% | +245.2% | +59.5% | -1.0% |
| All | +304.7% | +239.6% | +65.1% | -1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling