+376.1%
IONQ vs ETHA
-30.3%
+406.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.6% | +3.9% | +2.8% |
| 7D | +0.8% | +0.8% | 0.0% | +0.3% |
| 30D | -1.0% | +27.9% | -28.9% | -15.0% |
| 3M | -39.8% | +38.3% | -78.1% | -50.5% |
| 6M | +6.4% | +14.0% | -7.5% | -2.7% |
| YTD | -11.9% | -17.4% | +5.5% | -4.9% |
| 1Y | -6.2% | -42.7% | +36.5% | +22.7% |
| All | +376.1% | -30.3% | +406.5% | +394.5% |
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 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