+53.2%
IONQ vs ELF
+264.1%
-211.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -4.2% | -5.2% | -7.8% |
| 7D | +16.8% | +3.4% | +13.4% | +15.9% |
| 30D | -11.1% | +5.0% | -16.1% | -12.0% |
| 3M | -31.7% | +22.6% | -54.3% | -36.4% |
| 6M | -44.8% | +104.0% | -148.7% | -57.6% |
| YTD | -31.2% | +49.3% | -80.5% | -41.9% |
| 1Y | -39.1% | +46.0% | -85.2% | -48.2% |
| 3Y | +189.5% | +19.4% | +170.1% | +89.0% |
| 5Y | +53.2% | +262.0% | -208.9% | -56.5% |
| All | +53.2% | +264.1% | -211.0% | -56.5% |
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