+294.8%
IONQ vs ESTC
-46.4%
+341.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.5% | +5.8% | +3.9% |
| 7D | +0.8% | -8.1% | +8.9% | +5.6% |
| 30D | -1.0% | +31.7% | -32.7% | -19.0% |
| 3M | -39.8% | +41.1% | -80.9% | -52.9% |
| 6M | +6.4% | +77.1% | -70.6% | -29.5% |
| YTD | -11.9% | +21.7% | -33.6% | -27.1% |
| 1Y | -6.2% | +8.4% | -14.5% | -19.3% |
| 3Y | +125.7% | +23.6% | +102.1% | +44.1% |
| All | +294.8% | -46.4% | +341.2% | +453.8% |
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