+215.4%
IONQ vs EMR
+132.6%
+82.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.4% |
| 7D | +15.3% | -2.0% | +17.3% | +18.3% |
| 30D | -6.1% | +2.8% | -8.9% | -8.2% |
| 3M | -21.6% | +2.0% | -23.6% | -22.8% |
| 6M | -40.1% | +20.7% | -60.8% | -50.6% |
| YTD | -24.1% | +27.3% | -51.4% | -40.7% |
| 1Y | -37.4% | +31.0% | -68.4% | -52.3% |
| 3Y | +219.5% | +103.6% | +115.9% | +68.6% |
| 5Y | +76.9% | +88.6% | -11.6% | -4.9% |
| All | +215.4% | +132.6% | +82.7% | +49.3% |
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