+228.2%
IONQ vs ESTC
+19.0%
+209.2%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | +0.4% |
| 7D | +16.7% | -3.6% | +20.2% | +18.9% |
| 30D | -12.3% | -11.2% | -1.1% | -7.3% |
| 3M | -17.7% | +14.3% | -32.0% | -23.2% |
| 6M | -28.9% | +67.0% | -95.9% | -44.0% |
| YTD | -22.0% | +15.7% | -37.7% | -29.2% |
| 1Y | -36.8% | -6.3% | -30.6% | -37.7% |
| 3Y | +228.2% | +14.5% | +213.7% | +186.3% |
| All | +228.2% | +19.0% | +209.2% | +186.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling