+45.7%
IONQ vs ESTC
-52.1%
+97.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.0% | -5.4% | -5.8% |
| 7D | -11.5% | +2.4% | -13.9% | -12.7% |
| 30D | -8.1% | -4.2% | -3.8% | -5.3% |
| 3M | -35.8% | +2.5% | -38.3% | -38.1% |
| 6M | -47.7% | +81.5% | -129.2% | -64.9% |
| YTD | -35.6% | +16.8% | -52.5% | -44.9% |
| 1Y | -36.4% | -3.5% | -32.9% | -39.4% |
| 3Y | +150.0% | +17.7% | +132.3% | +71.3% |
| All | +45.7% | -52.1% | +97.8% | +81.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling