+227.2%
IONQ vs EMR
+136.0%
+91.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.4% | +3.9% | +3.7% |
| 7D | +25.5% | +2.1% | +23.3% | +23.2% |
| 30D | -11.4% | +4.8% | -16.2% | -15.1% |
| 3M | -20.5% | +7.5% | -27.9% | -25.9% |
| 6M | -28.2% | +20.9% | -49.1% | -41.0% |
| YTD | -21.2% | +29.2% | -50.4% | -39.4% |
| 1Y | -40.4% | +33.0% | -73.3% | -55.3% |
| 3Y | +214.7% | +109.8% | +104.9% | +61.5% |
| 5Y | +56.9% | +91.9% | -35.1% | -17.0% |
| All | +227.2% | +136.0% | +91.2% | +52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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