+359.5%
IONQ vs ETHA
-30.1%
+389.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.7% | -5.0% | -5.3% |
| 7D | +1.3% | +2.9% | -1.6% | -0.4% |
| 30D | -10.3% | +31.4% | -41.7% | -24.2% |
| 3M | -32.7% | +48.9% | -81.6% | -47.3% |
| 6M | +6.3% | +20.9% | -14.6% | -5.8% |
| YTD | -15.0% | -17.2% | +2.2% | -8.3% |
| 1Y | -13.3% | -42.8% | +29.5% | +13.4% |
| All | +359.5% | -30.1% | +389.6% | +376.6% |
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