+241.1%
IONQ vs EME
+727.9%
-486.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -2.8% |
| 7D | -5.6% | +0.9% | -6.5% | -6.2% |
| 30D | -15.2% | -8.4% | -6.8% | -9.4% |
| 3M | -34.9% | -3.6% | -31.3% | -33.2% |
| 6M | +4.9% | +3.6% | +1.3% | +2.1% |
| YTD | -17.9% | +22.5% | -40.4% | -31.1% |
| 1Y | -16.0% | +18.2% | -34.2% | -28.8% |
| 3Y | +90.5% | +238.4% | -147.9% | -25.2% |
| 5Y | +268.4% | +550.5% | -282.1% | -8.4% |
| All | +241.1% | +727.9% | -486.8% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded EME 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling