+185.7%
IONQ vs ENTG
+61.7%
+124.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.7% | -8.7% | -8.9% |
| 7D | +16.8% | +22.8% | -6.1% | +0.9% |
| 30D | -11.1% | -4.9% | -6.3% | -9.8% |
| 3M | -31.7% | -4.8% | -26.9% | -31.6% |
| 6M | -44.8% | +5.6% | -50.4% | -50.2% |
| YTD | -31.2% | +82.4% | -113.6% | -60.5% |
| 1Y | -39.1% | +82.9% | -122.0% | -65.2% |
| 3Y | +189.5% | +62.1% | +127.4% | +73.8% |
| 5Y | +53.2% | +4.3% | +48.8% | +22.9% |
| All | +185.7% | +61.7% | +124.1% | +87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG 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 ENTG 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