+265.9%
IONQ vs ELV
+37.2%
+228.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.0% | +1.3% |
| 7D | +0.8% | +3.3% | -2.5% | +0.8% |
| 30D | -1.0% | +4.2% | -5.2% | -1.1% |
| 3M | -39.8% | -0.1% | -39.7% | -39.8% |
| 6M | +6.4% | +41.3% | -34.8% | +5.4% |
| YTD | -11.9% | +17.4% | -29.4% | -12.5% |
| 1Y | -6.2% | +35.1% | -41.2% | -7.1% |
| 3Y | +125.7% | -3.2% | +128.9% | +127.1% |
| 5Y | +296.0% | +15.6% | +280.4% | +276.1% |
| All | +265.9% | +37.2% | +228.7% | +231.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling