+144.7%
IONQ vs ESTC
-42.7%
+187.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -6.1% | -4.4% | -7.1% |
| 7D | -16.7% | -18.5% | +1.8% | -6.2% |
| 30D | -38.9% | -11.0% | -28.0% | -34.5% |
| 3M | -33.8% | +20.8% | -54.6% | -42.3% |
| 6M | -44.9% | +67.9% | -112.8% | -61.4% |
| YTD | -41.1% | +11.6% | -52.7% | -48.1% |
| 1Y | -52.3% | -3.3% | -49.0% | -54.7% |
| 3Y | +128.2% | +16.4% | +111.8% | +60.0% |
| 5Y | +37.2% | -49.9% | +87.0% | +48.9% |
| All | +144.7% | -42.7% | +187.4% | +158.3% |
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 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