+227.2%
IONQ vs ESTC
-38.6%
+265.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.9% | +3.5% | +5.6% |
| 7D | +25.5% | -1.2% | +26.6% | +26.9% |
| 30D | -11.4% | -8.1% | -3.3% | -6.3% |
| 3M | -20.5% | +20.2% | -40.6% | -30.4% |
| 6M | -28.2% | +72.7% | -101.0% | -50.0% |
| YTD | -21.2% | +19.6% | -40.9% | -33.1% |
| 1Y | -40.4% | +0.3% | -40.6% | -44.3% |
| 3Y | +214.7% | +22.8% | +191.9% | +115.4% |
| 5Y | +56.9% | -50.9% | +107.7% | +70.1% |
| All | +227.2% | -38.6% | +265.8% | +233.1% |
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