+202.0%
IONQ vs ENTG
+35.0%
+167.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +2.6% | +20.8% | +21.6% |
| 7D | +8.6% | -17.1% | +25.7% | +23.7% |
| 30D | -21.1% | -23.0% | +1.9% | -6.4% |
| 3M | -17.9% | -10.2% | -7.7% | -13.6% |
| 6M | -37.9% | -17.8% | -20.2% | -32.9% |
| YTD | -27.3% | +52.4% | -79.7% | -52.4% |
| 1Y | -43.2% | +49.8% | -93.0% | -62.4% |
| 3Y | +191.0% | +42.1% | +148.9% | +91.7% |
| 5Y | +69.3% | -10.2% | +79.5% | +53.3% |
| All | +202.0% | +35.0% | +167.0% | +125.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling