+310.4%
IONQ vs ETHA
-41.0%
+351.4%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.2% | -3.9% | -3.3% |
| 7D | +15.3% | -14.0% | +29.3% | +25.4% |
| 30D | -6.1% | -17.4% | +11.3% | +4.6% |
| 3M | -21.6% | +10.6% | -32.2% | -27.4% |
| 6M | -40.1% | -11.2% | -28.9% | -37.2% |
| YTD | -24.1% | -30.1% | +6.0% | -10.5% |
| 1Y | -37.4% | -39.6% | +2.2% | -20.2% |
| All | +310.4% | -41.0% | +351.4% | +365.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling