+167.4%
IONQ vs EQT
+338.7%
-171.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.9% | -7.3% | -6.7% |
| 7D | -11.5% | +6.9% | -18.4% | -13.5% |
| 30D | -8.1% | +0.4% | -8.5% | -8.5% |
| 3M | -35.8% | -2.0% | -33.8% | -35.7% |
| 6M | -47.7% | -5.0% | -42.8% | -47.5% |
| YTD | -35.6% | -0.3% | -35.3% | -37.2% |
| 1Y | -36.4% | -11.3% | -25.1% | -35.2% |
| 3Y | +150.0% | +38.3% | +111.7% | +116.3% |
| 5Y | +43.3% | +166.4% | -123.0% | +10.6% |
| All | +167.4% | +338.7% | -171.2% | +96.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 EQT 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