+167.4%
IONQ vs ETN
+222.9%
-55.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.7% | -4.7% | -4.8% |
| 7D | -11.5% | +3.6% | -15.1% | -14.2% |
| 30D | -8.1% | -13.4% | +5.3% | +5.0% |
| 3M | -35.8% | -21.9% | -13.9% | -19.5% |
| 6M | -47.7% | -12.8% | -35.0% | -41.2% |
| YTD | -35.6% | +12.1% | -47.7% | -43.7% |
| 1Y | -36.4% | +0.8% | -37.2% | -38.3% |
| 3Y | +150.0% | +64.5% | +85.6% | +60.9% |
| 5Y | +43.3% | +121.7% | -78.4% | -34.0% |
| All | +167.4% | +222.9% | -55.5% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 ETN 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