-44.7%
IONQ vs EOSE
-85.5%
+40.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +12.6% | -14.1% | -5.2% |
| 7D | -8.9% | +9.7% | -18.7% | -11.6% |
| 30D | -31.3% | -34.6% | +3.3% | -23.4% |
| 3M | -29.2% | -50.8% | +21.6% | -15.9% |
| 6M | -35.4% | -66.5% | +31.0% | -17.0% |
| YTD | -34.2% | -81.3% | +47.2% | -10.4% |
| 1Y | -44.7% | -84.8% | +40.2% | -18.8% |
| All | -44.7% | -85.5% | +40.8% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 1y: compounded portfolio wealth divided by compounded EOSE 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…
1y analysis · Full analysis span regression · 6 months rolling