+202.0%
IONQ vs EME
+573.5%
-371.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +2.2% | +21.2% | +21.8% |
| 7D | +8.6% | -10.5% | +19.1% | +17.8% |
| 30D | -21.1% | -22.4% | +1.3% | -4.8% |
| 3M | -17.9% | -24.7% | +6.8% | +0.8% |
| 6M | -37.9% | -35.5% | -2.5% | -14.8% |
| YTD | -27.3% | -0.3% | -27.0% | -29.4% |
| 1Y | -43.2% | -6.7% | -36.5% | -41.4% |
| 3Y | +191.0% | +190.6% | +0.4% | +27.2% |
| 5Y | +69.3% | +367.3% | -298.0% | -50.3% |
| All | +202.0% | +573.5% | -371.5% | -19.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling