+215.4%
IONQ vs EME
+638.1%
-422.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.3% | -6.0% | -5.1% |
| 7D | +15.3% | +4.3% | +11.0% | +12.3% |
| 30D | -6.1% | -14.4% | +8.3% | +5.1% |
| 3M | -21.6% | -18.3% | -3.3% | -9.5% |
| 6M | -40.1% | -28.3% | -11.8% | -24.2% |
| YTD | -24.1% | +9.2% | -33.3% | -31.2% |
| 1Y | -37.4% | +4.3% | -41.7% | -40.5% |
| 3Y | +219.5% | +218.6% | +0.9% | +30.5% |
| 5Y | +76.9% | +421.0% | -344.1% | -51.7% |
| All | +215.4% | +638.1% | -422.7% | -21.1% |
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