+150.0%
IONQ vs EOG
+43.2%
+106.8%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.7% | -8.2% | -6.9% |
| 7D | -11.5% | +7.6% | -19.1% | -13.2% |
| 30D | -8.1% | +3.4% | -11.5% | -9.2% |
| 3M | -35.8% | +12.7% | -48.5% | -38.4% |
| 6M | -47.7% | +19.0% | -66.7% | -51.7% |
| YTD | -35.6% | +55.6% | -91.2% | -51.5% |
| 1Y | -36.4% | +49.5% | -85.9% | -50.8% |
| 3Y | +150.0% | +43.2% | +106.9% | +89.6% |
| All | +150.0% | +43.2% | +106.8% | +89.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 3y: compounded portfolio wealth divided by compounded EOG 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…
3y analysis · Full analysis span regression · 6 months rolling