-44.7%
IONQ vs ELV
+42.6%
-87.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.9% | -6.4% | -1.0% |
| 7D | -8.9% | +4.8% | -13.7% | -8.4% |
| 30D | -31.3% | +10.1% | -41.3% | -30.7% |
| 3M | -29.2% | +15.4% | -44.6% | -28.3% |
| 6M | -35.4% | +17.7% | -53.2% | -34.5% |
| YTD | -34.2% | +25.7% | -59.8% | -35.5% |
| 1Y | -44.7% | +39.9% | -84.5% | -49.0% |
| All | -44.7% | +42.6% | -87.3% | -49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 1y: compounded portfolio wealth divided by compounded ELV 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…
1y analysis · Full analysis span regression · 6 months rolling