+274.7%
IONQ vs ETR
+166.2%
+108.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.2% | +2.2% |
| 7D | +7.1% | +1.4% | +5.7% | +6.9% |
| 30D | -8.9% | +1.9% | -10.8% | -9.2% |
| 3M | -35.6% | +1.0% | -36.5% | -35.7% |
| 6M | +13.3% | +4.8% | +8.4% | +11.8% |
| YTD | -9.8% | +19.5% | -29.4% | -13.3% |
| 1Y | -1.3% | +28.1% | -29.4% | -5.9% |
| 3Y | +109.3% | +151.1% | -41.9% | +105.0% |
| 5Y | +304.7% | +125.2% | +179.5% | +328.0% |
| All | +274.7% | +166.2% | +108.5% | +327.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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