+274.7%
IONQ vs ENTG
+48.8%
+226.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +1.2% |
| 7D | +7.1% | +8.9% | -1.8% | +0.7% |
| 30D | -8.9% | -7.2% | -1.7% | -4.3% |
| 3M | -35.6% | +6.4% | -42.0% | -41.0% |
| 6M | +13.3% | +25.7% | -12.4% | -9.1% |
| YTD | -9.8% | +67.9% | -77.7% | -43.5% |
| 1Y | -1.3% | +72.4% | -73.7% | -39.2% |
| 3Y | +109.3% | +48.4% | +60.8% | +37.1% |
| 5Y | +304.7% | +20.1% | +284.6% | +220.8% |
| All | +274.7% | +48.8% | +226.0% | +168.1% |
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