+202.0%
IONQ vs ESTC
-41.4%
+243.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +2.2% | +21.2% | +22.1% |
| 7D | +8.6% | -11.5% | +20.1% | +16.9% |
| 30D | -21.1% | -7.5% | -13.6% | -16.9% |
| 3M | -17.9% | +23.1% | -40.9% | -29.1% |
| 6M | -37.9% | +75.3% | -113.2% | -57.4% |
| YTD | -27.3% | +14.1% | -41.4% | -36.6% |
| 1Y | -43.2% | -0.6% | -42.6% | -46.8% |
| 3Y | +191.0% | +20.8% | +170.2% | +99.7% |
| 5Y | +69.3% | -48.8% | +118.0% | +81.9% |
| All | +202.0% | -41.4% | +243.5% | +215.6% |
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