+241.1%
IONQ vs ET
+444.5%
-203.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.6% | -3.6% |
| 7D | -5.6% | +1.4% | -6.9% | -6.6% |
| 30D | -15.2% | +4.6% | -19.8% | -18.1% |
| 3M | -34.9% | +16.0% | -51.0% | -42.6% |
| 6M | +4.9% | +22.8% | -17.9% | -12.3% |
| YTD | -17.9% | +38.9% | -56.7% | -37.8% |
| 1Y | -16.0% | +34.1% | -50.1% | -34.6% |
| 3Y | +90.5% | +98.8% | -8.3% | +19.7% |
| 5Y | +268.4% | +246.8% | +21.6% | +87.0% |
| All | +241.1% | +444.5% | -203.4% | +58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 10y: compounded portfolio wealth divided by compounded ET 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…
10y analysis · Full analysis span regression · 6 months rolling