+240.3%
IONQ vs EQH
+139.2%
+101.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.7% | -1.5% |
| 7D | -7.0% | +0.7% | -7.7% | -7.7% |
| 30D | -18.7% | +2.8% | -21.5% | -21.1% |
| 3M | -36.6% | +23.1% | -59.7% | -49.0% |
| 6M | +7.2% | +41.4% | -34.2% | -24.3% |
| YTD | -18.1% | +14.3% | -32.4% | -29.3% |
| 1Y | -21.9% | +1.6% | -23.5% | -24.9% |
| 3Y | +86.7% | +102.7% | -16.0% | +2.2% |
| 5Y | +267.5% | +104.5% | +163.0% | +103.9% |
| All | +240.3% | +139.2% | +101.1% | +74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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