+325.8%
IONQ vs ETHA
-39.8%
+365.5%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -4.5% | +12.8% | +10.9% |
| 7D | +25.5% | -5.3% | +30.7% | +29.0% |
| 30D | -11.4% | -14.2% | +2.8% | -3.4% |
| 3M | -20.5% | +10.7% | -31.2% | -26.3% |
| 6M | -28.2% | -8.4% | -19.9% | -26.0% |
| YTD | -21.2% | -28.6% | +7.3% | -8.2% |
| 1Y | -40.4% | -38.8% | -1.5% | -24.7% |
| All | +325.8% | -39.8% | +365.5% | +377.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling