+144.7%
IONQ vs ES
+4.0%
+140.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +2.1% | -12.6% | -10.8% |
| 7D | -16.7% | +5.9% | -22.6% | -17.4% |
| 30D | -38.9% | +10.2% | -49.2% | -39.9% |
| 3M | -33.8% | +0.4% | -34.2% | -33.9% |
| 6M | -44.9% | +6.9% | -51.8% | -45.9% |
| YTD | -41.1% | +10.5% | -51.6% | -42.5% |
| 1Y | -52.3% | +3.2% | -55.5% | -53.0% |
| 3Y | +128.2% | +49.0% | +79.2% | +109.9% |
| 5Y | +37.2% | +4.5% | +32.7% | +33.1% |
| All | +144.7% | +4.0% | +140.7% | +135.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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