+240.3%
IONQ vs ETN
+288.0%
-47.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.0% | -4.2% | -4.0% |
| 7D | -7.0% | +3.5% | -10.5% | -10.1% |
| 30D | -18.7% | -7.5% | -11.2% | -12.4% |
| 3M | -36.6% | +8.3% | -45.0% | -41.7% |
| 6M | +7.2% | +20.2% | -12.9% | -10.9% |
| YTD | -18.1% | +34.7% | -52.8% | -39.3% |
| 1Y | -21.9% | +19.4% | -41.3% | -34.5% |
| 3Y | +86.7% | +85.5% | +1.2% | +7.0% |
| 5Y | +267.5% | +186.6% | +80.9% | +39.4% |
| All | +240.3% | +288.0% | -47.7% | +19.9% |
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