+241.1%
IONQ vs EOSE
-82.3%
+323.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.9% | +0.4% | -2.5% |
| 7D | -5.6% | +14.0% | -19.6% | -8.6% |
| 30D | -15.2% | -5.9% | -9.3% | -14.4% |
| 3M | -34.9% | -34.3% | -0.7% | -29.3% |
| 6M | +4.9% | -37.8% | +42.7% | +13.4% |
| YTD | -17.9% | -65.2% | +47.3% | -3.7% |
| 1Y | -16.0% | -41.9% | +25.9% | -13.0% |
| 3Y | +90.5% | +44.6% | +45.9% | +41.2% |
| 5Y | +268.4% | -69.2% | +337.6% | +158.1% |
| All | +241.1% | -82.3% | +323.4% | +149.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling