+126.0%
IONQ vs EMR
+63.5%
+62.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.5% | -0.8% |
| 7D | +0.8% | -1.5% | +2.3% | +2.6% |
| 30D | -1.0% | -5.6% | +4.6% | +5.8% |
| 3M | -39.8% | +7.9% | -47.8% | -45.6% |
| 6M | +6.4% | +6.0% | +0.4% | -2.1% |
| YTD | -11.9% | +16.4% | -28.4% | -27.6% |
| 1Y | -6.2% | +16.6% | -22.8% | -23.4% |
| All | +126.0% | +63.5% | +62.4% | +36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling