+274.7%
IONQ vs EQX
+17.5%
+257.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.7% | +2.8% |
| 7D | +7.1% | +3.8% | +3.3% | +5.9% |
| 30D | -8.9% | +9.4% | -18.3% | -11.4% |
| 3M | -35.6% | +16.8% | -52.4% | -38.6% |
| 6M | +13.3% | -23.7% | +36.9% | +20.5% |
| YTD | -9.8% | -9.6% | -0.2% | -8.1% |
| 1Y | -1.3% | +29.1% | -30.4% | -8.1% |
| 3Y | +109.3% | +175.3% | -66.1% | +49.1% |
| 5Y | +304.7% | +77.3% | +227.4% | +201.8% |
| All | +274.7% | +17.5% | +257.2% | +213.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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