+109.3%
IONQ vs EOSE
+36.5%
+72.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +10.8% | -8.4% | -0.7% |
| 7D | +7.1% | +41.4% | -34.3% | -3.9% |
| 30D | -8.9% | +3.6% | -12.5% | -10.5% |
| 3M | -35.6% | -35.7% | +0.2% | -28.6% |
| 6M | +13.3% | -29.9% | +43.1% | +19.8% |
| YTD | -9.8% | -62.5% | +52.7% | +6.3% |
| 1Y | -1.3% | -37.4% | +36.1% | -0.4% |
| 3Y | +109.3% | +55.8% | +53.5% | +43.1% |
| All | +109.3% | +36.5% | +72.7% | +43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling