+93.8%
IONQ vs EQH
+95.5%
-1.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.1% | -5.9% | -5.9% |
| 7D | +1.3% | +1.1% | +0.2% | +0.1% |
| 30D | -10.3% | -1.1% | -9.2% | -9.9% |
| 3M | -32.7% | +25.0% | -57.7% | -48.2% |
| 6M | +6.3% | +33.9% | -27.6% | -24.3% |
| YTD | -15.0% | +11.6% | -26.6% | -26.4% |
| 1Y | -13.3% | +1.5% | -14.8% | -17.1% |
| All | +93.8% | +95.5% | -1.7% | -1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling