+265.9%
IONQ vs EOSE
-82.7%
+348.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +10.9% | -9.6% | -1.3% |
| 7D | +0.8% | +19.0% | -18.2% | -3.9% |
| 30D | -1.0% | +1.6% | -2.6% | -1.8% |
| 3M | -39.8% | -52.0% | +12.2% | -29.5% |
| 6M | +6.4% | -42.5% | +49.0% | +17.1% |
| YTD | -11.9% | -66.1% | +54.2% | +4.1% |
| 1Y | -6.2% | -47.1% | +41.0% | -0.6% |
| 3Y | +125.7% | +0.8% | +124.9% | +77.4% |
| 5Y | +296.0% | -71.7% | +367.7% | +180.8% |
| All | +265.9% | -82.7% | +348.7% | +169.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling