+202.0%
IONQ vs ELV
+43.9%
+158.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -21.1% |
| 3M | -17.9% | +9.2% | -27.1% | -17.9% |
| 6M | -37.9% | +14.5% | -52.5% | -38.1% |
| YTD | -27.3% | +23.2% | -50.5% | -27.8% |
| 1Y | -43.2% | +38.0% | -81.3% | -43.8% |
| 3Y | +191.0% | -1.5% | +192.5% | +195.0% |
| 5Y | +69.3% | +8.5% | +60.8% | +65.5% |
| All | +202.0% | +43.9% | +158.1% | +173.8% |
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