+224.0%
IONQ vs EMB
+5.0%
+219.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | +0.7% |
| 7D | +16.7% | +0.5% | +16.2% | +15.2% |
| 30D | -12.3% | +0.9% | -13.2% | -14.1% |
| 3M | -17.7% | -2.1% | -15.6% | -12.2% |
| 6M | -28.9% | -2.2% | -26.7% | -23.0% |
| YTD | -22.0% | -0.6% | -21.4% | -18.6% |
| 1Y | -36.8% | +0.2% | -37.0% | -35.3% |
| 3Y | +228.2% | +29.5% | +198.7% | +87.9% |
| 5Y | +91.9% | +8.0% | +83.9% | +74.1% |
| All | +224.0% | +5.0% | +219.0% | +201.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 10y: compounded portfolio wealth divided by compounded EMB 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…
10y analysis · Full analysis span regression · 6 months rolling