+215.4%
IONQ vs ESTC
-40.6%
+256.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.7% | -2.7% |
| 7D | +15.3% | -2.6% | +17.9% | +17.7% |
| 30D | -6.1% | -8.6% | +2.5% | -0.5% |
| 3M | -21.6% | +14.4% | -35.9% | -29.4% |
| 6M | -40.1% | +73.3% | -113.4% | -58.2% |
| YTD | -24.1% | +15.7% | -39.8% | -34.3% |
| 1Y | -37.4% | -7.6% | -29.8% | -38.6% |
| 3Y | +219.5% | +14.6% | +204.9% | +129.1% |
| 5Y | +76.9% | -50.0% | +127.0% | +90.3% |
| All | +215.4% | -40.6% | +256.0% | +227.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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