+227.2%
IONQ vs ENTG
+47.8%
+179.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +9.4% | -1.1% | +1.8% |
| 7D | +25.5% | -7.6% | +33.0% | +32.5% |
| 30D | -11.4% | -15.5% | +4.1% | -1.5% |
| 3M | -20.5% | -7.8% | -12.6% | -18.0% |
| 6M | -28.2% | -5.9% | -22.3% | -29.4% |
| YTD | -21.2% | +66.7% | -88.0% | -51.5% |
| 1Y | -40.4% | +62.1% | -102.5% | -62.6% |
| 3Y | +214.7% | +56.3% | +158.4% | +94.3% |
| 5Y | +56.9% | -3.8% | +60.7% | +34.8% |
| All | +227.2% | +47.8% | +179.4% | +129.9% |
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