+224.0%
IONQ vs ESTC
-40.6%
+264.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | +0.9% |
| 7D | +16.7% | -3.6% | +20.2% | +19.7% |
| 30D | -12.3% | -11.2% | -1.1% | -5.4% |
| 3M | -17.7% | +14.3% | -32.0% | -25.9% |
| 6M | -28.9% | +67.0% | -95.9% | -49.5% |
| YTD | -22.0% | +15.7% | -37.7% | -32.5% |
| 1Y | -36.8% | -6.3% | -30.6% | -38.5% |
| 3Y | +228.2% | +14.5% | +213.7% | +135.5% |
| 5Y | +91.9% | -49.9% | +141.8% | +106.1% |
| All | +224.0% | -40.6% | +264.6% | +236.2% |
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