+253.1%
IONQ vs ELV
+33.6%
+219.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.3% | -4.5% | -5.7% |
| 7D | +1.3% | -2.2% | +3.5% | +1.3% |
| 30D | -10.3% | -0.2% | -10.1% | -10.3% |
| 3M | -32.7% | -6.1% | -26.6% | -32.7% |
| 6M | +6.3% | +42.8% | -36.5% | +5.2% |
| YTD | -15.0% | +14.4% | -29.4% | -15.5% |
| 1Y | -13.3% | +28.6% | -41.9% | -14.2% |
| 3Y | +97.2% | -7.4% | +104.6% | +99.4% |
| 5Y | +278.7% | +14.5% | +264.3% | +259.4% |
| All | +253.1% | +33.6% | +219.5% | +220.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling