+387.6%
IONQ vs ETHA
-29.6%
+417.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +1.8% |
| 7D | +7.1% | +2.7% | +4.4% | +5.5% |
| 30D | -8.9% | +29.4% | -38.3% | -22.3% |
| 3M | -35.6% | +47.2% | -82.7% | -49.2% |
| 6M | +13.3% | +25.4% | -12.1% | -1.7% |
| YTD | -9.8% | -16.5% | +6.7% | -3.2% |
| 1Y | -1.3% | -42.3% | +41.0% | +28.5% |
| All | +387.6% | -29.6% | +417.2% | +403.4% |
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