+185.7%
IONQ vs ETN
+228.5%
-42.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.4% | -9.0% | -9.0% |
| 7D | +16.8% | +10.1% | +6.6% | +7.5% |
| 30D | -11.1% | -15.9% | +4.8% | +4.5% |
| 3M | -31.7% | -21.7% | -10.0% | -14.6% |
| 6M | -44.8% | -10.1% | -34.7% | -39.7% |
| YTD | -31.2% | +14.0% | -45.2% | -40.9% |
| 1Y | -39.1% | -1.7% | -37.5% | -39.4% |
| 3Y | +189.5% | +67.9% | +121.6% | +82.7% |
| 5Y | +53.2% | +125.5% | -72.4% | -30.7% |
| All | +185.7% | +228.5% | -42.8% | +16.8% |
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