+265.9%
IONQ vs ESTC
-37.5%
+303.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.5% | +5.8% | +3.8% |
| 7D | +0.8% | -8.1% | +8.9% | +5.4% |
| 30D | -1.0% | +31.7% | -32.7% | -18.3% |
| 3M | -39.8% | +41.1% | -80.9% | -52.4% |
| 6M | +6.4% | +77.1% | -70.6% | -28.2% |
| YTD | -11.9% | +21.7% | -33.6% | -26.5% |
| 1Y | -6.2% | +8.4% | -14.5% | -18.7% |
| 3Y | +125.7% | +23.6% | +102.1% | +50.6% |
| 5Y | +296.0% | -46.5% | +342.5% | +308.6% |
| All | +265.9% | -37.5% | +303.5% | +266.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling