+185.7%
IONQ vs ESTC
-39.4%
+225.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +2.0% | -11.4% | -10.5% |
| 7D | +16.8% | +5.8% | +11.0% | +13.3% |
| 30D | -11.1% | -5.6% | -5.6% | -7.7% |
| 3M | -31.7% | +15.4% | -47.1% | -38.9% |
| 6M | -44.8% | +77.8% | -122.6% | -62.1% |
| YTD | -31.2% | +18.1% | -49.3% | -41.2% |
| 1Y | -39.1% | -3.7% | -35.5% | -41.8% |
| 3Y | +189.5% | +16.9% | +172.6% | +105.0% |
| 5Y | +53.2% | -51.2% | +104.4% | +65.9% |
| All | +185.7% | -39.4% | +225.2% | +192.6% |
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