+52.8%
IONQ vs ELV
+8.2%
+44.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.5% | +24.9% | +23.4% |
| 7D | +8.6% | +1.3% | +7.3% | +8.6% |
| 30D | -21.1% | +5.3% | -26.4% | -21.0% |
| 3M | -17.9% | +9.2% | -27.1% | -17.7% |
| 6M | -37.9% | +14.5% | -52.5% | -37.8% |
| YTD | -27.3% | +23.2% | -50.5% | -27.3% |
| 1Y | -43.2% | +38.0% | -81.3% | -43.3% |
| 3Y | +191.0% | -1.5% | +192.5% | +197.0% |
| All | +52.8% | +8.2% | +44.6% | +40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling