-36.4%
IONQ vs ELV
+34.6%
-71.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | 0.0% | -6.4% | -6.4% |
| 7D | -11.5% | +1.0% | -12.4% | -11.3% |
| 30D | -8.1% | +0.4% | -8.5% | -8.0% |
| 3M | -35.8% | +8.4% | -44.2% | -35.2% |
| 6M | -47.7% | +8.4% | -56.2% | -47.0% |
| YTD | -35.6% | +24.4% | -60.0% | -37.8% |
| 1Y | -36.4% | +33.5% | -69.9% | -42.1% |
| All | -36.4% | +34.6% | -71.0% | -42.1% |
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