+321.6%
IONQ vs ETHA
-41.7%
+363.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | +0.9% |
| 7D | +16.7% | -10.2% | +26.9% | +23.6% |
| 30D | -12.3% | -17.0% | +4.7% | -2.6% |
| 3M | -17.7% | +9.6% | -27.3% | -23.4% |
| 6M | -28.9% | -11.3% | -17.6% | -25.3% |
| YTD | -22.0% | -30.9% | +8.9% | -7.4% |
| 1Y | -36.8% | -42.6% | +5.8% | -17.2% |
| All | +321.6% | -41.7% | +363.3% | +381.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling