+304.7%
IONQ vs EME
+565.5%
-260.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.5% | -0.1% | +0.4% |
| 7D | +7.1% | +5.2% | +2.0% | +2.9% |
| 30D | -8.9% | -5.4% | -3.6% | -4.8% |
| 3M | -35.6% | -6.1% | -29.5% | -32.7% |
| 6M | +13.3% | +9.7% | +3.6% | +4.6% |
| YTD | -9.8% | +26.6% | -36.4% | -27.9% |
| 1Y | -1.3% | +24.6% | -25.9% | -21.9% |
| 3Y | +109.3% | +249.6% | -140.3% | -33.4% |
| 5Y | +304.7% | +556.6% | -251.9% | -31.9% |
| All | +304.7% | +565.5% | -260.8% | -31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling