+202.0%
IONQ vs ELF
+358.9%
-156.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +5.7% | +17.7% | +21.3% |
| 7D | +8.6% | +4.0% | +4.6% | +7.5% |
| 30D | -21.1% | +10.6% | -31.7% | -23.5% |
| 3M | -17.9% | +25.8% | -43.7% | -24.3% |
| 6M | -37.9% | +89.1% | -127.0% | -51.4% |
| YTD | -27.3% | +52.7% | -80.0% | -39.1% |
| 1Y | -43.2% | +51.7% | -94.9% | -52.6% |
| 3Y | +191.0% | +14.2% | +176.8% | +100.8% |
| 5Y | +69.3% | +270.7% | -201.4% | -54.2% |
| All | +202.0% | +358.9% | -156.8% | -27.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling