+202.0%
IONQ vs EMR
+126.1%
+76.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.2% | +23.6% | +23.6% |
| 7D | +8.6% | -1.6% | +10.2% | +10.6% |
| 30D | -21.1% | +2.0% | -23.1% | -22.3% |
| 3M | -17.9% | +3.8% | -21.7% | -20.7% |
| 6M | -37.9% | +10.5% | -48.5% | -43.9% |
| YTD | -27.3% | +23.7% | -51.0% | -41.6% |
| 1Y | -43.2% | +25.4% | -68.6% | -54.8% |
| 3Y | +191.0% | +86.6% | +104.4% | +64.6% |
| 5Y | +69.3% | +83.0% | -13.7% | -6.4% |
| All | +202.0% | +126.1% | +76.0% | +47.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling