-44.7%
IONQ vs ETHA
-31.0%
-13.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.7% | -7.2% | -5.0% |
| 7D | -8.9% | +2.1% | -11.0% | -10.2% |
| 30D | -31.3% | -10.7% | -20.6% | -26.3% |
| 3M | -29.2% | +29.0% | -58.1% | -40.9% |
| 6M | -35.4% | +2.7% | -38.1% | -37.5% |
| YTD | -34.2% | -18.7% | -15.5% | -29.1% |
| 1Y | -44.7% | -24.8% | -19.8% | -38.1% |
| All | -44.7% | -31.0% | -13.7% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 1y: compounded portfolio wealth divided by compounded ETHA 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…
1y analysis · Full analysis span regression · 6 months rolling