+53.2%
IONQ vs EOSE
-83.5%
+136.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -9.0% | -0.3% | -7.1% |
| 7D | +16.8% | -3.7% | +20.5% | +17.0% |
| 30D | -11.1% | -22.0% | +10.8% | -6.5% |
| 3M | -31.7% | -57.3% | +25.6% | -17.7% |
| 6M | -44.8% | -77.7% | +32.9% | -22.7% |
| YTD | -31.2% | -84.2% | +53.0% | -2.7% |
| 1Y | -39.1% | -89.5% | +50.4% | -5.0% |
| 3Y | +189.5% | +41.4% | +148.1% | +115.6% |
| 5Y | +53.2% | -83.0% | +136.2% | +148.8% |
| All | +53.2% | -83.5% | +136.7% | +148.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling