+253.1%
IONQ vs EME
+734.5%
-481.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.4% | -3.3% | -3.9% |
| 7D | +1.3% | +2.7% | -1.4% | -0.6% |
| 30D | -10.3% | -6.8% | -3.5% | -5.4% |
| 3M | -32.7% | -8.8% | -23.9% | -28.2% |
| 6M | +6.3% | +5.0% | +1.3% | +2.5% |
| YTD | -15.0% | +23.5% | -38.5% | -29.1% |
| 1Y | -13.3% | +21.3% | -34.6% | -28.0% |
| 3Y | +97.2% | +241.1% | -143.8% | -23.0% |
| 5Y | +278.7% | +549.2% | -270.4% | -6.2% |
| All | +253.1% | +734.5% | -481.4% | -18.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling