+167.4%
IONQ vs EME
+629.9%
-462.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.5% | -5.9% | -6.0% |
| 7D | -11.5% | +8.4% | -19.8% | -16.6% |
| 30D | -8.1% | -11.5% | +3.4% | +0.3% |
| 3M | -35.8% | -20.6% | -15.2% | -24.3% |
| 6M | -47.7% | -28.5% | -19.2% | -33.7% |
| YTD | -35.6% | +8.0% | -43.6% | -41.1% |
| 1Y | -36.4% | +6.8% | -43.1% | -40.7% |
| 3Y | +150.0% | +213.9% | -63.9% | +3.3% |
| 5Y | +43.3% | +414.8% | -371.5% | -60.5% |
| All | +167.4% | +629.9% | -462.5% | -32.5% |
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