+52.8%
IONQ vs ESTC
-48.9%
+101.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +2.2% | +21.2% | +22.1% |
| 7D | +8.6% | -11.5% | +20.1% | +17.2% |
| 30D | -21.1% | -7.5% | -13.6% | -16.8% |
| 3M | -17.9% | +23.1% | -40.9% | -29.5% |
| 6M | -37.9% | +75.3% | -113.2% | -58.0% |
| YTD | -27.3% | +14.1% | -41.4% | -37.0% |
| 1Y | -43.2% | -0.6% | -42.6% | -47.0% |
| 3Y | +191.0% | +20.8% | +170.2% | +92.1% |
| All | +52.8% | -48.9% | +101.7% | +111.9% |
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