-36.8%
IONQ vs ELV
+41.6%
-78.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.7% | -3.7% | -0.5% |
| 7D | +16.7% | +3.8% | +12.8% | +17.4% |
| 30D | -12.3% | +4.1% | -16.4% | -11.7% |
| 3M | -17.7% | +8.5% | -26.2% | -16.8% |
| 6M | -28.9% | +14.6% | -43.5% | -27.5% |
| YTD | -22.0% | +24.4% | -46.4% | -22.7% |
| 1Y | -36.8% | +44.2% | -81.1% | -41.3% |
| All | -36.8% | +41.6% | -78.4% | -41.3% |
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 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